+15.0%
EEM vs WAT
+32.9%
-17.9%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.7% | -0.8% | +0.5% |
| 7D | -3.0% | -1.9% | -1.0% | -2.6% |
| 30D | -10.3% | +6.2% | -16.6% | -11.4% |
| 3M | -6.6% | +18.1% | -24.7% | -9.5% |
| 6M | -3.4% | +54.9% | -58.3% | -11.2% |
| YTD | +13.2% | +23.1% | -9.9% | +5.7% |
| 1Y | +15.0% | +27.3% | -12.3% | +6.7% |
| All | +15.0% | +32.9% | -17.9% | +6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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