+128.5%
EEM vs W
+158.6%
-30.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.1% | +1.1% |
| 7D | -1.3% | -0.9% | -0.4% | -1.1% |
| 30D | +2.1% | -4.2% | +6.3% | +2.5% |
| 3M | +1.0% | +26.9% | -25.9% | -2.6% |
| 6M | +15.9% | +31.2% | -15.3% | +10.9% |
| YTD | +24.6% | -1.8% | +26.5% | +22.7% |
| 1Y | +32.3% | +9.3% | +23.0% | +27.7% |
| 3Y | +85.9% | +33.2% | +52.7% | +66.4% |
| 5Y | +45.4% | -62.4% | +107.8% | +38.5% |
| All | +128.5% | +158.6% | -30.1% | +52.1% |
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