+7,415.6%
GWW vs EME
+61,154.1%
-53,738.5%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.6% | -0.1% |
| 7D | -0.5% | +2.7% | -3.2% | -1.2% |
| 30D | -1.4% | -6.8% | +5.4% | +0.3% |
| 3M | -3.6% | -8.8% | +5.2% | -2.3% |
| 6M | +15.1% | +5.0% | +10.1% | +11.8% |
| YTD | +27.5% | +23.5% | +4.0% | +17.9% |
| 1Y | +29.6% | +21.3% | +8.3% | +19.1% |
| 3Y | +90.1% | +241.1% | -151.0% | +26.3% |
| 5Y | +222.6% | +549.2% | -326.5% | +76.9% |
| 10Y | +566.5% | +1,306.4% | -739.9% | +188.9% |
| All | +7,415.6% | +61,154.1% | -53,738.5% | +1,971.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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