+29.6%
EMB vs GWW
+93.2%
-63.7%
-5.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | -0.2% |
| 7D | -0.9% | +3.6% | -4.5% | -1.2% |
| 30D | +0.4% | +12.1% | -11.8% | -0.6% |
| 3M | -3.1% | +12.9% | -16.0% | -4.1% |
| 6M | -2.1% | +19.3% | -21.4% | -3.6% |
| YTD | -1.1% | +48.7% | -49.8% | -4.9% |
| 1Y | -0.1% | +60.5% | -60.6% | -4.6% |
| 3Y | +29.6% | +93.3% | -63.7% | +20.5% |
| All | +29.6% | +93.2% | -63.7% | +20.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling