+46.6%
EEM vs WAT
-4.9%
+51.5%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.6% |
| 7D | +2.0% | -1.8% | +3.8% | +2.3% |
| 30D | +5.1% | -1.7% | +6.8% | +5.4% |
| 3M | +4.6% | +9.1% | -4.5% | +2.6% |
| 6M | +17.8% | +32.4% | -14.7% | +10.7% |
| YTD | +25.8% | +6.6% | +19.2% | +23.0% |
| 1Y | +36.4% | +34.7% | +1.7% | +26.6% |
| 3Y | +90.0% | +53.6% | +36.4% | +65.3% |
| 5Y | +46.6% | -4.1% | +50.6% | +37.8% |
| All | +46.6% | -4.9% | +51.5% | +37.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling