+69.6%
EEM vs WMB
+114.7%
-45.1%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.5% | -2.3% | -1.0% |
| 7D | -0.9% | -6.9% | +6.0% | +0.1% |
| 30D | -9.3% | -7.2% | -2.2% | -8.4% |
| 3M | -7.1% | -5.4% | -1.6% | -6.5% |
| 6M | -10.4% | -4.9% | -5.5% | -10.3% |
| YTD | +11.3% | +14.7% | -3.4% | +7.3% |
| 1Y | +11.3% | +14.7% | -3.5% | +7.2% |
| 3Y | +69.6% | +116.4% | -46.7% | +42.7% |
| All | +69.6% | +114.7% | -45.1% | +42.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling