+1,344.7%
EME vs WWD
+498.2%
+846.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.4% | +3.0% | +3.7% |
| 7D | +3.5% | -2.6% | +6.1% | +4.8% |
| 30D | -6.3% | -6.9% | +0.6% | -3.1% |
| 3M | -3.8% | -13.0% | +9.3% | +1.9% |
| 6M | +8.5% | -12.5% | +21.0% | +13.9% |
| YTD | +27.8% | +11.8% | +16.0% | +18.2% |
| 1Y | +22.2% | +41.1% | -18.8% | 0.0% |
| 3Y | +253.5% | +163.1% | +90.4% | +111.1% |
| 5Y | +578.6% | +187.6% | +391.0% | +276.2% |
| All | +1,344.7% | +498.2% | +846.5% | +424.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling