+128.5%
EEM vs NWSA
+149.4%
-20.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.0% | +1.2% |
| 7D | -1.3% | -2.8% | +1.5% | -0.4% |
| 30D | +2.1% | +3.0% | -1.0% | +1.0% |
| 3M | +1.0% | +12.3% | -11.3% | -3.3% |
| 6M | +15.9% | +21.9% | -5.9% | +7.7% |
| YTD | +24.6% | +13.6% | +11.1% | +18.1% |
| 1Y | +32.3% | +0.5% | +31.8% | +30.3% |
| 3Y | +85.9% | +43.8% | +42.2% | +59.9% |
| 5Y | +45.4% | +41.2% | +4.2% | +22.6% |
| All | +128.5% | +149.4% | -20.8% | +54.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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