+7.5%
EMB vs WAB
+214.2%
-206.7%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | -0.1% |
| 7D | -0.9% | +5.1% | -6.0% | -1.6% |
| 30D | +0.4% | +4.0% | -3.7% | -0.3% |
| 3M | -3.1% | +0.1% | -3.2% | -3.3% |
| 6M | -2.1% | +12.8% | -14.8% | -4.2% |
| YTD | -1.1% | +40.1% | -41.2% | -6.8% |
| 1Y | -0.1% | +46.4% | -46.4% | -6.5% |
| 3Y | +29.6% | +167.4% | -137.8% | +6.5% |
| All | +7.5% | +214.2% | -206.7% | -16.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling