+29.6%
EMB vs GWW
+570.2%
-540.6%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.7% | -0.1% |
| 7D | -1.2% | -3.4% | +2.2% | -0.9% |
| 30D | -1.3% | -1.9% | +0.7% | -1.1% |
| 3M | -1.8% | -2.4% | +0.6% | -1.6% |
| 6M | +0.2% | +15.7% | -15.5% | -1.5% |
| YTD | +0.4% | +27.6% | -27.2% | -2.4% |
| 1Y | +2.8% | +27.2% | -24.4% | 0.0% |
| 3Y | +29.1% | +89.7% | -60.5% | +19.7% |
| 5Y | +6.3% | +223.9% | -217.7% | -7.3% |
| All | +29.6% | +570.2% | -540.6% | +9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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