+125.2%
EEM vs W
+219.4%
-94.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.7% | +0.7% | +2.2% |
| 7D | +0.7% | -7.4% | +8.1% | +1.6% |
| 30D | -6.2% | +7.8% | -14.0% | -7.2% |
| 3M | -5.2% | +10.9% | -16.1% | -6.6% |
| 6M | -8.1% | +86.4% | -94.6% | -15.6% |
| YTD | +14.0% | +14.0% | 0.0% | +10.0% |
| 1Y | +13.8% | +3.5% | +10.3% | +10.8% |
| 3Y | +73.7% | +164.8% | -91.0% | +43.8% |
| 5Y | +34.6% | -53.1% | +87.7% | +24.8% |
| All | +125.2% | +219.4% | -94.2% | +42.7% |
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