+121.1%
EEM vs WCC
+431.3%
-310.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | 0.0% |
| 7D | +2.7% | +9.9% | -7.3% | +0.3% |
| 30D | -5.4% | -8.4% | +3.1% | -3.8% |
| 3M | -8.6% | -10.3% | +1.7% | -6.8% |
| 6M | -8.9% | -10.5% | +1.6% | -7.2% |
| YTD | +11.9% | +32.2% | -20.2% | +3.7% |
| 1Y | +13.1% | +25.5% | -12.5% | +5.8% |
| 3Y | +70.7% | +134.7% | -64.0% | +32.0% |
| 5Y | +31.8% | +139.9% | -108.2% | -3.5% |
| All | +121.1% | +431.3% | -310.2% | +18.3% |
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