+830.6%
EEM vs WTW
+600.0%
+230.7%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.5% | -2.7% | -2.4% |
| 7D | -0.7% | -7.8% | +7.1% | +2.9% |
| 30D | +2.4% | -7.9% | +10.3% | +6.0% |
| 3M | +4.2% | +19.9% | -15.8% | -5.1% |
| 6M | +14.8% | +9.8% | +5.0% | +7.6% |
| YTD | +23.1% | -3.3% | +26.4% | +21.3% |
| 1Y | +32.5% | -3.3% | +35.8% | +30.0% |
| 3Y | +85.9% | +61.5% | +24.3% | +37.8% |
| 5Y | +43.6% | +42.6% | +1.0% | +10.8% |
| 10Y | +127.2% | +197.1% | -69.8% | +10.3% |
| All | +830.6% | +600.0% | +230.7% | +177.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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