+125.7%
EEM vs WMB
+304.7%
-179.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.1% | +0.9% | -1.3% |
| 7D | -0.7% | -1.7% | +1.0% | -0.2% |
| 30D | +2.4% | +0.7% | +1.7% | +2.0% |
| 3M | +4.2% | +1.5% | +2.6% | +3.3% |
| 6M | +14.8% | +0.1% | +14.7% | +14.0% |
| YTD | +23.1% | +22.9% | +0.2% | +15.0% |
| 1Y | +32.5% | +27.9% | +4.7% | +22.1% |
| 3Y | +85.9% | +139.1% | -53.3% | +39.7% |
| 5Y | +43.6% | +270.9% | -227.4% | -7.0% |
| All | +125.7% | +304.7% | -179.0% | +34.5% |
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