+746.2%
EEM vs WEC
+1,825.9%
-1,079.7%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.8% |
| 7D | +2.7% | +2.3% | +0.4% | +1.5% |
| 30D | -5.4% | +11.1% | -16.5% | -10.4% |
| 3M | -8.6% | +8.4% | -17.1% | -12.6% |
| 6M | -8.9% | +7.5% | -16.4% | -13.0% |
| YTD | +11.9% | +15.3% | -3.4% | +2.8% |
| 1Y | +13.1% | +9.7% | +3.3% | +6.4% |
| 3Y | +70.7% | +64.7% | +6.0% | +26.6% |
| 5Y | +31.8% | +57.3% | -25.5% | -3.3% |
| 10Y | +119.5% | +195.9% | -76.4% | -14.5% |
| All | +746.2% | +1,825.9% | -1,079.7% | -28.3% |
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