+32.5%
EEM vs WAB
+47.7%
-15.2%
-14.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +4.8% |
| 3M | +4.2% | +9.4% | -5.2% | -0.2% |
| 6M | +14.8% | +13.8% | +0.9% | +7.4% |
| YTD | +23.1% | +31.8% | -8.7% | +10.6% |
| 1Y | +32.5% | +48.5% | -16.0% | +16.0% |
| All | +32.5% | +47.7% | -15.2% | +16.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling