+60,787.5%
EME vs WWD
+19,365.4%
+41,422.1%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.7% | +1.3% |
| 7D | +1.9% | +1.3% | +0.6% | +1.3% |
| 30D | -8.3% | -7.2% | -1.1% | -5.4% |
| 3M | -10.7% | -3.8% | -6.9% | -10.1% |
| 6M | +1.9% | -9.9% | +11.8% | +5.1% |
| YTD | +23.5% | +14.8% | +8.7% | +14.7% |
| 1Y | +18.0% | +42.1% | -24.1% | -0.2% |
| 3Y | +236.1% | +170.8% | +65.3% | +116.4% |
| 5Y | +527.9% | +197.5% | +330.4% | +279.9% |
| 10Y | +1,252.8% | +477.8% | +775.0% | +492.8% |
| All | +60,787.5% | +19,365.4% | +41,422.1% | +12,559.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling