+854.3%
EEM vs WM
+1,797.5%
-943.2%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.2% | +3.1% | +2.6% |
| 7D | +2.3% | -0.3% | +2.6% | +2.5% |
| 30D | +4.5% | -2.4% | +6.9% | +5.9% |
| 3M | -0.1% | +0.4% | -0.5% | -1.7% |
| 6M | +16.9% | -9.5% | +26.4% | +21.6% |
| YTD | +26.2% | +0.5% | +25.7% | +22.5% |
| 1Y | +40.5% | -1.1% | +41.6% | +36.8% |
| 3Y | +86.2% | +46.0% | +40.2% | +35.2% |
| 5Y | +45.5% | +51.8% | -6.4% | -0.8% |
| 10Y | +128.6% | +307.5% | -178.9% | -31.1% |
| All | +854.3% | +1,797.5% | -943.2% | +6.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling