+125.7%
EEM vs WAB
+292.7%
-167.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.1% | -2.1% |
| 7D | -0.7% | -0.2% | -0.5% | -0.6% |
| 30D | +2.4% | -5.9% | +8.3% | +4.3% |
| 3M | +4.2% | +9.4% | -5.2% | +1.0% |
| 6M | +14.8% | +13.8% | +0.9% | +9.9% |
| YTD | +23.1% | +31.8% | -8.7% | +12.7% |
| 1Y | +32.5% | +48.5% | -16.0% | +16.8% |
| 3Y | +85.9% | +167.0% | -81.1% | +35.6% |
| 5Y | +43.6% | +222.3% | -178.8% | -2.2% |
| All | +125.7% | +292.7% | -167.0% | +31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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