+550.5%
EME vs WWD
+187.1%
+363.4%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.1% |
| 7D | +0.9% | -2.9% | +3.8% | +2.3% |
| 30D | -8.4% | -6.6% | -1.8% | -5.5% |
| 3M | -3.6% | -9.3% | +5.7% | -0.3% |
| 6M | +3.6% | -13.6% | +17.2% | +9.1% |
| YTD | +22.5% | +10.4% | +12.2% | +13.8% |
| 1Y | +18.2% | +39.9% | -21.7% | -3.3% |
| 3Y | +238.4% | +165.0% | +73.3% | +104.5% |
| 5Y | +550.5% | +183.8% | +366.7% | +267.9% |
| All | +550.5% | +187.1% | +363.4% | +267.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling