+241.5%
EME vs WU
-28.6%
+270.2%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.9% | -1.6% | -2.4% |
| 7D | +2.7% | -4.9% | +7.7% | +2.8% |
| 30D | -6.8% | -1.3% | -5.5% | -6.8% |
| 3M | -8.8% | -3.6% | -5.3% | -9.6% |
| 6M | +5.0% | -24.3% | +29.3% | +6.4% |
| YTD | +23.5% | -21.1% | +44.6% | +24.5% |
| 1Y | +21.3% | -10.3% | +31.6% | +20.2% |
| All | +241.5% | -28.6% | +270.2% | +227.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling