+87.7%
EEM vs WM
+46.1%
+41.6%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.2% | +3.1% | +1.7% |
| 7D | +2.3% | -0.3% | +2.6% | +2.3% |
| 30D | +4.5% | -2.4% | +6.9% | +4.2% |
| 3M | -0.1% | +0.4% | -0.5% | -0.2% |
| 6M | +16.9% | -9.5% | +26.4% | +17.1% |
| YTD | +26.2% | +0.5% | +25.7% | +25.7% |
| 1Y | +40.5% | -1.1% | +41.6% | +40.3% |
| All | +87.7% | +46.1% | +41.6% | +88.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling