+854.3%
EEM vs WAT
+1,887.3%
-1,033.0%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.0% | +2.8% | +2.2% |
| 7D | +2.3% | -1.3% | +3.6% | +2.8% |
| 30D | +4.5% | +2.3% | +2.2% | +3.5% |
| 3M | -0.1% | +8.7% | -8.8% | -3.7% |
| 6M | +16.9% | +28.3% | -11.4% | +4.3% |
| YTD | +26.2% | +7.8% | +18.4% | +19.9% |
| 1Y | +40.5% | +36.6% | +3.9% | +20.1% |
| 3Y | +86.2% | +45.7% | +40.5% | +45.1% |
| 5Y | +45.5% | -3.3% | +48.8% | +32.0% |
| 10Y | +128.6% | +162.1% | -33.5% | +18.8% |
| All | +854.3% | +1,887.3% | -1,033.0% | +116.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling