+43.6%
EEM vs WBD
+5.3%
+38.3%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.0% | -3.2% | -2.3% |
| 7D | -0.7% | -0.6% | -0.1% | -0.6% |
| 30D | +2.4% | +4.2% | -1.8% | +1.9% |
| 3M | +4.2% | +7.5% | -3.4% | +3.1% |
| 6M | +14.8% | +1.6% | +13.2% | +14.5% |
| YTD | +23.1% | -2.2% | +25.3% | +23.4% |
| 1Y | +32.5% | +124.9% | -92.3% | +18.3% |
| 3Y | +85.9% | +149.1% | -63.2% | +58.0% |
| 5Y | +43.6% | +7.8% | +35.7% | +34.1% |
| All | +43.6% | +5.3% | +38.3% | +34.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WBD.
Daily Out/Under-Performance
Portfolio return minus WBD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WBD 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 WBD 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