+43.6%
EEM vs GWW
+219.8%
-176.2%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.6% | -2.1% |
| 7D | -0.7% | -3.1% | +2.5% | -0.1% |
| 30D | +2.4% | -2.3% | +4.7% | +2.8% |
| 3M | +4.2% | -3.3% | +7.5% | +4.7% |
| 6M | +14.8% | +15.4% | -0.6% | +11.3% |
| YTD | +23.1% | +26.7% | -3.6% | +17.0% |
| 1Y | +32.5% | +29.0% | +3.6% | +25.5% |
| 3Y | +85.9% | +89.0% | -3.1% | +62.6% |
| 5Y | +43.6% | +221.8% | -178.2% | +15.1% |
| All | +43.6% | +219.8% | -176.2% | +15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 5y: compounded portfolio wealth divided by compounded GWW 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…
5y analysis · Full analysis span regression · 6 months rolling