+139.2%
EEM vs NWSA
+123.2%
+16.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.1% | +0.8% |
| 7D | +3.1% | -2.6% | +5.7% | +4.0% |
| 30D | +4.9% | +4.6% | +0.3% | +3.2% |
| 3M | +5.2% | +10.2% | -5.0% | +1.1% |
| 6M | +20.7% | +21.6% | -0.9% | +12.0% |
| YTD | +26.5% | +14.6% | +11.8% | +19.2% |
| 1Y | +37.8% | +0.4% | +37.5% | +35.7% |
| 3Y | +91.0% | +45.0% | +46.0% | +63.2% |
| 5Y | +47.0% | +41.3% | +5.8% | +23.5% |
| 10Y | +125.6% | +142.8% | -17.2% | +43.9% |
| All | +139.2% | +123.2% | +16.1% | +56.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling