-2.1%
EME vs WU
-18.0%
+15.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +5.4% | -15.1% | -8.7% |
| 7D | -5.8% | +8.2% | -14.0% | -4.5% |
| 30D | -17.9% | +8.0% | -25.9% | -16.8% |
| 3M | -22.0% | -6.6% | -15.3% | -22.4% |
| 6M | -29.7% | -23.3% | -6.4% | -31.4% |
| YTD | +4.7% | -22.4% | +27.1% | +2.5% |
| 1Y | -2.1% | -18.0% | +15.9% | -3.7% |
| All | -2.1% | -18.0% | +15.9% | -3.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling