+87.7%
EEM vs WCC
+129.2%
-41.6%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | -0.2% |
| 7D | +2.0% | +6.8% | -4.8% | +0.4% |
| 30D | +5.1% | -3.0% | +8.1% | +5.7% |
| 3M | +4.6% | +0.2% | +4.4% | +4.2% |
| 6M | +17.8% | +33.2% | -15.4% | +10.4% |
| YTD | +25.8% | +45.8% | -20.0% | +15.7% |
| 1Y | +36.4% | +68.4% | -32.0% | +21.7% |
| All | +87.7% | +129.2% | -41.6% | +48.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling