+1,228.2%
WDC vs EEM
+130.4%
+1,097.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.2% | -2.3% | -1.6% |
| 7D | +4.4% | -0.7% | +5.1% | +5.5% |
| 30D | +5.3% | +2.4% | +2.9% | +2.4% |
| 3M | -5.9% | +4.2% | -10.1% | -7.9% |
| 6M | +73.2% | +14.8% | +58.5% | +51.9% |
| YTD | +167.8% | +23.1% | +144.7% | +118.8% |
| 1Y | +386.0% | +32.5% | +353.5% | +266.7% |
| 3Y | +1,309.7% | +85.9% | +1,223.8% | +615.6% |
| 5Y | +957.1% | +43.6% | +913.5% | +636.3% |
| All | +1,228.2% | +130.4% | +1,097.8% | +519.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EEM.
Daily Out/Under-Performance
Portfolio return minus EEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EEM 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 10y: compounded portfolio wealth divided by compounded EEM 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…
10y analysis · Full analysis span regression · 6 months rolling