+746.2%
EEM vs WAB
+5,495.8%
-4,749.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.5% | 0.0% |
| 7D | +2.7% | +5.1% | -2.4% | +0.4% |
| 30D | -5.4% | +4.0% | -9.4% | -7.1% |
| 3M | -8.6% | +0.1% | -8.7% | -8.8% |
| 6M | -8.9% | +12.8% | -21.7% | -14.2% |
| YTD | +11.9% | +40.1% | -28.1% | -4.6% |
| 1Y | +13.1% | +46.4% | -33.3% | -5.6% |
| 3Y | +70.7% | +167.4% | -96.7% | +6.0% |
| 5Y | +31.8% | +215.0% | -183.3% | -25.9% |
| 10Y | +119.5% | +269.2% | -149.7% | -0.1% |
| All | +746.2% | +5,495.8% | -4,749.6% | +21.6% |
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