+118.3%
EEM vs WM
+327.3%
-209.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.8% |
| 7D | -0.9% | +1.2% | -2.0% | -1.2% |
| 30D | -9.3% | +13.7% | -23.0% | -12.5% |
| 3M | -7.1% | +5.2% | -12.3% | -8.5% |
| 6M | -10.4% | +11.2% | -21.6% | -13.8% |
| YTD | +11.3% | +9.4% | +1.9% | +7.0% |
| 1Y | +11.3% | +20.4% | -9.1% | +3.4% |
| 3Y | +69.6% | +44.7% | +24.9% | +44.0% |
| 5Y | +33.6% | +58.5% | -24.9% | +7.4% |
| All | +118.3% | +327.3% | -209.0% | +14.5% |
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