+121.9%
EEM vs W
+211.1%
-89.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.6% | +1.1% | -1.1% |
| 7D | +5.3% | -1.7% | +7.0% | +5.5% |
| 30D | -7.0% | +3.2% | -10.2% | -7.5% |
| 3M | -8.0% | +8.3% | -16.3% | -9.1% |
| 6M | -6.6% | +84.3% | -90.9% | -14.1% |
| YTD | +12.3% | +11.0% | +1.3% | +8.7% |
| 1Y | +12.2% | -0.2% | +12.4% | +9.7% |
| 3Y | +71.2% | +157.9% | -86.7% | +42.2% |
| 5Y | +32.2% | -56.8% | +89.0% | +24.0% |
| All | +121.9% | +211.1% | -89.2% | +41.0% |
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