+428.1%
WMT vs EEM
+133.3%
+294.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | +0.1% | +1.0% |
| 7D | 0.0% | -1.3% | +1.3% | +0.3% |
| 30D | -7.4% | +2.1% | -9.5% | -7.9% |
| 3M | -10.9% | +1.0% | -11.9% | -11.4% |
| 6M | -12.7% | +15.9% | -28.6% | -16.9% |
| YTD | -3.2% | +24.6% | -27.9% | -9.9% |
| 1Y | +5.3% | +32.3% | -27.0% | -3.8% |
| 3Y | +101.9% | +85.9% | +15.9% | +65.5% |
| 5Y | +134.6% | +45.4% | +89.2% | +105.9% |
| All | +428.1% | +133.3% | +294.8% | +306.8% |
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