+2,930.3%
EME vs WU
-21.6%
+2,951.9%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.5% | +5.0% | +3.7% |
| 7D | +5.2% | -0.8% | +6.0% | +5.5% |
| 30D | -5.4% | -1.1% | -4.2% | -5.2% |
| 3M | -6.1% | -1.8% | -4.3% | -8.3% |
| 6M | +9.7% | -23.9% | +33.6% | +20.6% |
| YTD | +26.6% | -20.4% | +47.0% | +35.1% |
| 1Y | +24.6% | -10.6% | +35.2% | +24.4% |
| 3Y | +249.6% | -27.7% | +277.3% | +270.0% |
| 5Y | +556.6% | -51.1% | +607.7% | +721.3% |
| 10Y | +1,286.6% | -40.7% | +1,327.3% | +1,390.5% |
| All | +2,930.3% | -21.6% | +2,951.9% | +2,411.2% |
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