+550.5%
EME vs WU
-51.6%
+602.1%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.7% |
| 7D | +0.9% | -5.0% | +5.9% | +1.6% |
| 30D | -8.4% | -2.3% | -6.1% | -8.2% |
| 3M | -3.6% | -3.2% | -0.4% | -4.4% |
| 6M | +3.6% | -25.0% | +28.6% | +7.3% |
| YTD | +22.5% | -21.7% | +44.2% | +25.6% |
| 1Y | +18.2% | -9.0% | +27.2% | +17.3% |
| 3Y | +238.4% | -28.9% | +267.2% | +245.0% |
| 5Y | +550.5% | -51.0% | +601.6% | +633.9% |
| All | +550.5% | -51.6% | +602.1% | +633.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling