+32.2%
EEM vs WM
+63.0%
-30.8%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.6% | -3.0% | -1.4% |
| 7D | +5.3% | +1.2% | +4.1% | +5.4% |
| 30D | -7.0% | +15.2% | -22.2% | -6.8% |
| 3M | -8.0% | +8.3% | -16.3% | -7.8% |
| 6M | -6.6% | +13.1% | -19.8% | -6.8% |
| YTD | +12.3% | +12.5% | -0.2% | +11.8% |
| 1Y | +12.2% | +21.8% | -9.6% | +10.4% |
| 3Y | +71.2% | +48.8% | +22.4% | +61.7% |
| 5Y | +32.2% | +62.1% | -29.8% | +21.4% |
| All | +32.2% | +63.0% | -30.8% | +21.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling