-2.1%
EME vs WWD
+27.2%
-29.3%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -1.9% | -7.7% | -8.9% |
| 7D | -5.8% | +7.3% | -13.1% | -8.0% |
| 30D | -17.9% | -2.0% | -15.9% | -17.3% |
| 3M | -22.0% | -12.6% | -9.4% | -18.6% |
| 6M | -29.7% | -8.4% | -21.3% | -28.6% |
| YTD | +4.7% | +8.2% | -3.5% | +1.0% |
| 1Y | -2.1% | +26.5% | -28.7% | -8.3% |
| All | -2.1% | +27.2% | -29.3% | -8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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