+223.2%
EEM vs WU
-19.6%
+242.8%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.0% | +2.8% | +2.3% |
| 7D | +2.3% | -0.8% | +3.2% | +2.7% |
| 30D | +4.5% | -1.1% | +5.6% | +4.8% |
| 3M | -0.1% | -3.9% | +3.8% | -0.7% |
| 6M | +16.9% | -20.7% | +37.6% | +26.2% |
| YTD | +26.2% | -18.4% | +44.6% | +33.8% |
| 1Y | +40.5% | -8.1% | +48.6% | +39.2% |
| 3Y | +86.2% | -24.2% | +110.3% | +95.0% |
| 5Y | +45.5% | -50.4% | +95.9% | +80.9% |
| 10Y | +128.6% | -40.0% | +168.7% | +137.0% |
| All | +223.2% | -19.6% | +242.8% | +145.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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