+43.6%
EEM vs WSM
+171.2%
-127.6%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.7% | -0.5% | -1.9% |
| 7D | -0.7% | +0.4% | -1.1% | -0.8% |
| 30D | +2.4% | -10.7% | +13.1% | +4.3% |
| 3M | +4.2% | +8.5% | -4.3% | +2.5% |
| 6M | +14.8% | +19.6% | -4.9% | +11.0% |
| YTD | +23.1% | +26.6% | -3.5% | +17.9% |
| 1Y | +32.5% | +12.0% | +20.6% | +29.1% |
| 3Y | +85.9% | +226.6% | -140.8% | +46.3% |
| 5Y | +43.6% | +174.1% | -130.6% | +11.5% |
| All | +43.6% | +171.2% | -127.6% | +11.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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