+570.7%
EME vs WY
-22.2%
+592.9%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.3% | +4.0% | +4.2% |
| 7D | +3.5% | -4.2% | +7.7% | +4.9% |
| 30D | -6.3% | -10.1% | +3.8% | -3.2% |
| 3M | -3.8% | -8.5% | +4.7% | -1.7% |
| 6M | +8.5% | -3.3% | +11.8% | +8.5% |
| YTD | +27.8% | -4.4% | +32.2% | +27.8% |
| 1Y | +22.2% | -11.5% | +33.7% | +25.6% |
| 3Y | +253.5% | -24.3% | +277.8% | +278.2% |
| All | +570.7% | -22.2% | +592.9% | +578.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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