+125.7%
EEM vs WCC
+518.6%
-392.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.2% | +1.1% | -1.4% |
| 7D | -0.7% | +1.7% | -2.4% | -1.1% |
| 30D | +2.4% | -6.1% | +8.5% | +3.8% |
| 3M | +4.2% | +3.1% | +1.1% | +3.2% |
| 6M | +14.8% | +28.2% | -13.5% | +7.8% |
| YTD | +23.1% | +41.1% | -18.0% | +12.9% |
| 1Y | +32.5% | +61.3% | -28.7% | +17.5% |
| 3Y | +85.9% | +123.6% | -37.8% | +46.3% |
| 5Y | +43.6% | +214.8% | -171.2% | -1.0% |
| All | +125.7% | +518.6% | -392.9% | +17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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