+241.5%
EME vs WWD
+167.9%
+73.6%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -2.0% | -2.2% |
| 7D | +2.7% | +0.6% | +2.1% | +2.4% |
| 30D | -6.8% | -5.1% | -1.7% | -4.4% |
| 3M | -8.8% | -11.2% | +2.4% | -4.4% |
| 6M | +5.0% | -12.0% | +17.0% | +9.8% |
| YTD | +23.5% | +12.0% | +11.5% | +12.1% |
| 1Y | +21.3% | +42.8% | -21.5% | -5.6% |
| All | +241.5% | +167.9% | +73.6% | +90.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling