+147.8%
SW vs EME
+1,244.9%
-1,097.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.5% | +0.9% |
| 7D | -5.1% | +1.9% | -7.0% | -5.4% |
| 30D | -4.6% | -8.3% | +3.7% | -3.0% |
| 3M | +9.4% | -10.7% | +20.1% | +11.3% |
| 6M | +3.5% | +1.9% | +1.6% | +2.4% |
| YTD | +22.0% | +23.5% | -1.4% | +15.5% |
| 1Y | +2.2% | +18.0% | -15.8% | -2.9% |
| 3Y | +19.6% | +236.1% | -216.5% | -7.7% |
| 5Y | -2.3% | +527.9% | -530.2% | -32.7% |
| All | +147.8% | +1,244.9% | -1,097.1% | +47.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded EME wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling