+30.4%
EMB vs WAB
+168.6%
-138.2%
-5.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.2% |
| 7D | +0.3% | +1.7% | -1.4% | +0.1% |
| 30D | -0.5% | -2.4% | +1.9% | -0.2% |
| 3M | +0.3% | +9.7% | -9.4% | -0.9% |
| 6M | +1.2% | +16.5% | -15.3% | -0.8% |
| YTD | +1.5% | +33.7% | -32.3% | -2.1% |
| 1Y | +4.8% | +49.7% | -44.9% | -0.3% |
| 3Y | +30.4% | +170.9% | -140.6% | +14.1% |
| All | +30.4% | +168.6% | -138.2% | +14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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