+46.6%
EEM vs W
-62.3%
+108.9%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.5% |
| 7D | +2.0% | +5.9% | -3.9% | +1.3% |
| 30D | +5.1% | -3.0% | +8.1% | +5.4% |
| 3M | +4.6% | +40.3% | -35.8% | 0.0% |
| 6M | +17.8% | +32.2% | -14.5% | +12.9% |
| YTD | +25.8% | -0.3% | +26.1% | +23.6% |
| 1Y | +36.4% | +16.2% | +20.2% | +31.1% |
| 3Y | +90.0% | +40.7% | +49.3% | +70.5% |
| 5Y | +46.6% | -62.3% | +108.9% | +36.8% |
| All | +46.6% | -62.3% | +108.9% | +36.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling