+60.5%
EMB vs NWSA
+123.2%
-62.6%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.8% | +0.1% |
| 7D | +0.3% | -2.6% | +2.9% | +0.6% |
| 30D | -0.5% | +4.6% | -5.0% | -1.0% |
| 3M | +0.3% | +10.2% | -9.9% | -0.9% |
| 6M | +1.2% | +21.6% | -20.5% | -1.3% |
| YTD | +1.5% | +14.6% | -13.2% | -0.4% |
| 1Y | +4.8% | +0.4% | +4.4% | +4.4% |
| 3Y | +30.4% | +45.0% | -14.6% | +23.6% |
| 5Y | +7.3% | +41.3% | -34.0% | +0.7% |
| 10Y | +29.7% | +142.8% | -113.1% | +11.4% |
| All | +60.5% | +123.2% | -62.6% | +38.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 all: compounded portfolio wealth divided by compounded NWSA 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…
all analysis · Full analysis span regression · 6 months rolling