+4,115.8%
WAB vs EME
+44,635.4%
-40,519.6%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.5% | -2.0% | -0.5% |
| 7D | +1.7% | +5.2% | -3.5% | -0.4% |
| 30D | -2.4% | -5.4% | +2.9% | -0.4% |
| 3M | +9.7% | -6.1% | +15.8% | +10.9% |
| 6M | +16.5% | +9.7% | +6.9% | +10.3% |
| YTD | +33.7% | +26.6% | +7.1% | +18.7% |
| 1Y | +49.7% | +24.6% | +25.0% | +31.7% |
| 3Y | +170.9% | +249.6% | -78.7% | +49.8% |
| 5Y | +228.0% | +556.6% | -328.5% | +38.5% |
| 10Y | +284.8% | +1,286.6% | -1,001.8% | +17.4% |
| All | +4,115.8% | +44,635.4% | -40,519.6% | +648.6% |
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