+125.7%
EEM vs W
+155.6%
-29.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.7% | +0.5% | -1.8% |
| 7D | -0.7% | +0.5% | -1.2% | -0.7% |
| 30D | +2.4% | -5.6% | +8.0% | +3.0% |
| 3M | +4.2% | +41.9% | -37.8% | -0.9% |
| 6M | +14.8% | +30.2% | -15.5% | +9.9% |
| YTD | +23.1% | -2.9% | +26.0% | +21.3% |
| 1Y | +32.5% | +11.6% | +21.0% | +27.7% |
| 3Y | +85.9% | +37.0% | +48.9% | +65.8% |
| 5Y | +43.6% | -62.8% | +106.4% | +37.0% |
| All | +125.7% | +155.6% | -29.9% | +50.4% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 W 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