+125.7%
EEM vs WAT
+166.5%
-40.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.4% | -1.9% |
| 7D | -0.7% | -2.9% | +2.2% | +0.1% |
| 30D | +2.4% | -3.2% | +5.6% | +3.3% |
| 3M | +4.2% | +10.6% | -6.4% | +1.1% |
| 6M | +14.8% | +34.0% | -19.3% | +5.1% |
| YTD | +23.1% | +5.7% | +17.4% | +19.7% |
| 1Y | +32.5% | +37.1% | -4.5% | +19.2% |
| 3Y | +85.9% | +52.4% | +33.5% | +54.4% |
| 5Y | +43.6% | -4.4% | +48.0% | +37.1% |
| All | +125.7% | +166.5% | -40.8% | +44.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling