+1,394.6%
WDC vs EME
+240.3%
+1,154.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.4% | +3.5% | +2.8% |
| 7D | +7.5% | +2.7% | +4.7% | +5.4% |
| 30D | +10.1% | -6.8% | +16.9% | +15.9% |
| 3M | -6.8% | -8.8% | +2.0% | +1.1% |
| 6M | +84.1% | +5.0% | +79.2% | +84.7% |
| YTD | +180.3% | +23.5% | +156.8% | +157.4% |
| 1Y | +411.1% | +21.3% | +389.8% | +368.5% |
| All | +1,394.6% | +240.3% | +1,154.3% | +1,023.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling