+856.1%
EEM vs WSM
+3,245.2%
-2,389.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.1% |
| 7D | +3.1% | +2.6% | +0.5% | +2.4% |
| 30D | +4.9% | -9.5% | +14.4% | +7.8% |
| 3M | +5.2% | +12.9% | -7.7% | +1.3% |
| 6M | +20.7% | +23.0% | -2.3% | +13.3% |
| YTD | +26.5% | +28.9% | -2.4% | +16.9% |
| 1Y | +37.8% | +13.7% | +24.2% | +31.4% |
| 3Y | +91.0% | +232.6% | -141.7% | +24.8% |
| 5Y | +47.0% | +185.9% | -138.8% | -5.1% |
| 10Y | +125.6% | +998.6% | -873.0% | -19.2% |
| All | +856.1% | +3,245.2% | -2,389.1% | +74.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling