+854.3%
EEM vs WEC
+1,620.9%
-766.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.5% | +2.2% |
| 7D | +2.3% | -0.3% | +2.6% | +2.4% |
| 30D | +4.5% | -1.3% | +5.8% | +5.1% |
| 3M | -0.1% | -3.9% | +3.9% | +1.3% |
| 6M | +16.9% | -8.3% | +25.3% | +21.0% |
| YTD | +26.2% | +3.1% | +23.2% | +23.0% |
| 1Y | +40.5% | +1.9% | +38.6% | +37.2% |
| 3Y | +86.2% | +41.9% | +44.3% | +49.1% |
| 5Y | +45.5% | +30.8% | +14.7% | +17.7% |
| 10Y | +128.6% | +141.9% | -13.3% | +1.8% |
| All | +854.3% | +1,620.9% | -766.6% | -14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 WEC 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