+91.0%
EEM vs W
+44.2%
+46.8%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.4% | +0.1% |
| 7D | +3.1% | +6.5% | -3.4% | +2.3% |
| 30D | +4.9% | -6.2% | +11.1% | +5.6% |
| 3M | +5.2% | +48.9% | -43.6% | -0.7% |
| 6M | +20.7% | +31.2% | -10.5% | +15.2% |
| YTD | +26.5% | -0.4% | +26.9% | +23.7% |
| 1Y | +37.8% | +14.8% | +23.0% | +31.9% |
| 3Y | +91.0% | +40.5% | +50.5% | +67.2% |
| All | +91.0% | +44.2% | +46.8% | +67.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling