+93.8%
EEM vs W
+210.9%
-117.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.4% |
| 7D | +2.7% | +0.2% | +2.5% | +2.7% |
| 30D | -5.4% | +6.8% | -12.2% | -6.2% |
| 3M | -8.6% | +10.7% | -19.3% | -9.9% |
| 6M | -8.9% | +86.3% | -95.2% | -15.8% |
| YTD | +11.9% | +11.5% | +0.5% | +8.6% |
| 1Y | +13.1% | +5.1% | +8.0% | +10.1% |
| 3Y | +70.7% | +171.0% | -100.3% | +43.1% |
| 5Y | +31.8% | -56.6% | +88.4% | +23.1% |
| 10Y | +119.5% | +213.4% | -93.9% | +51.1% |
| All | +93.8% | +210.9% | -117.1% | +33.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling