+749.3%
EEM vs WAT
+2,143.7%
-1,394.4%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.8% | +0.4% | -0.7% |
| 7D | +5.3% | +2.0% | +3.3% | +4.5% |
| 30D | -7.0% | +7.7% | -14.7% | -9.8% |
| 3M | -8.0% | +11.1% | -19.1% | -12.0% |
| 6M | -6.6% | +31.2% | -37.9% | -17.0% |
| YTD | +12.3% | +21.7% | -9.4% | +1.5% |
| 1Y | +12.2% | +19.3% | -7.2% | +2.0% |
| 3Y | +71.2% | +80.6% | -9.4% | +22.2% |
| 5Y | +32.2% | +29.5% | +2.7% | +5.5% |
| 10Y | +120.3% | +225.3% | -105.0% | +4.4% |
| All | +749.3% | +2,143.7% | -1,394.4% | +82.9% |
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