+1,188.5%
WDC vs EME
+1,362.1%
-173.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +4.3% | -7.3% | -6.0% |
| 7D | -4.3% | +3.5% | -7.8% | -6.8% |
| 30D | -1.5% | -6.3% | +4.8% | +2.9% |
| 3M | -15.5% | -3.8% | -11.7% | -12.1% |
| 6M | +66.5% | +8.5% | +57.9% | +61.9% |
| YTD | +159.9% | +27.8% | +132.0% | +128.9% |
| 1Y | +366.0% | +22.2% | +343.7% | +317.4% |
| 3Y | +1,285.8% | +253.5% | +1,032.4% | +502.0% |
| 5Y | +925.6% | +578.6% | +346.9% | +181.9% |
| All | +1,188.5% | +1,362.1% | -173.6% | +116.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling