+854.3%
EEM vs WAB
+5,212.2%
-4,357.9%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.7% | +1.1% | +1.5% |
| 7D | +2.3% | -3.2% | +5.5% | +3.8% |
| 30D | +4.5% | -4.4% | +9.0% | +6.6% |
| 3M | -0.1% | +7.9% | -7.9% | -3.9% |
| 6M | +16.9% | +8.7% | +8.2% | +11.9% |
| YTD | +26.2% | +33.0% | -6.8% | +10.2% |
| 1Y | +40.5% | +46.7% | -6.1% | +17.0% |
| 3Y | +86.2% | +153.0% | -66.8% | +18.3% |
| 5Y | +45.5% | +222.3% | -176.8% | -19.2% |
| 10Y | +128.6% | +291.0% | -162.3% | +0.2% |
| All | +854.3% | +5,212.2% | -4,357.9% | +40.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling