+856.1%
EEM vs GWW
+4,100.8%
-3,244.7%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.7% | +2.9% | +1.5% |
| 7D | +3.1% | -1.5% | +4.6% | +3.8% |
| 30D | +4.9% | +1.1% | +3.8% | +4.1% |
| 3M | +5.2% | -1.0% | +6.2% | +5.3% |
| 6M | +20.7% | +16.3% | +4.4% | +11.0% |
| YTD | +26.5% | +28.5% | -2.0% | +10.0% |
| 1Y | +37.8% | +30.3% | +7.6% | +18.6% |
| 3Y | +91.0% | +91.6% | -0.6% | +30.0% |
| 5Y | +47.0% | +224.0% | -176.9% | -28.8% |
| 10Y | +125.6% | +551.3% | -425.7% | -39.2% |
| All | +856.1% | +4,100.8% | -3,244.7% | -29.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling