+222.6%
WAB vs EME
+545.9%
-323.4%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.4% | +1.0% | -0.5% |
| 7D | +0.2% | +2.7% | -2.5% | -0.8% |
| 30D | -4.6% | -6.8% | +2.2% | -2.1% |
| 3M | +5.6% | -8.8% | +14.5% | +8.5% |
| 6M | +13.8% | +5.0% | +8.8% | +10.0% |
| YTD | +31.9% | +23.5% | +8.4% | +18.5% |
| 1Y | +48.3% | +21.3% | +27.0% | +31.3% |
| 3Y | +167.1% | +241.1% | -73.9% | +32.3% |
| All | +222.6% | +545.9% | -323.4% | +3.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling