+123.6%
EEM vs WMB
+278.0%
-154.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.2% | +0.3% | +1.8% |
| 7D | +0.7% | +1.6% | -0.9% | +0.3% |
| 30D | -6.2% | -7.1% | +0.9% | -4.5% |
| 3M | -5.2% | -4.0% | -1.2% | -4.5% |
| 6M | -8.1% | -5.7% | -2.4% | -7.3% |
| YTD | +14.0% | +17.2% | -3.2% | +7.7% |
| 1Y | +13.8% | +17.2% | -3.4% | +7.5% |
| 3Y | +73.7% | +121.1% | -47.3% | +33.5% |
| 5Y | +34.6% | +197.2% | -162.6% | -6.7% |
| 10Y | +123.6% | +280.9% | -157.4% | +33.6% |
| All | +123.6% | +278.0% | -154.5% | +33.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WMB.
Daily Out/Under-Performance
Portfolio return minus WMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WMB 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 WMB 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