+98.4%
EEM vs WM
+339.4%
-241.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.1% | +4.3% | +2.7% |
| 7D | -2.8% | +1.2% | -4.0% | -3.1% |
| 30D | -11.9% | +13.1% | -25.0% | -14.9% |
| 3M | -8.8% | +3.6% | -12.4% | -9.8% |
| 6M | -11.6% | +8.1% | -19.7% | -14.3% |
| YTD | +9.0% | +8.9% | +0.1% | +4.9% |
| 1Y | +10.6% | +20.3% | -9.8% | +2.8% |
| 3Y | +64.4% | +46.2% | +18.2% | +39.0% |
| 5Y | +31.0% | +59.9% | -28.8% | +5.0% |
| All | +98.4% | +339.4% | -241.0% | +14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 WM 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