+131.7%
EMB vs WAB
+1,692.5%
-1,560.8%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | 0.0% |
| 7D | 0.0% | -3.2% | +3.2% | +0.3% |
| 30D | -0.3% | -4.4% | +4.1% | +0.1% |
| 3M | -0.4% | +7.9% | -8.3% | -1.1% |
| 6M | +0.1% | +8.7% | -8.6% | -0.7% |
| YTD | +1.6% | +33.0% | -31.4% | -0.9% |
| 1Y | +5.6% | +46.7% | -41.0% | +2.1% |
| 3Y | +29.8% | +153.0% | -123.2% | +19.7% |
| 5Y | +7.3% | +222.3% | -215.0% | -3.3% |
| 10Y | +30.4% | +291.0% | -260.5% | +13.2% |
| All | +131.7% | +1,692.5% | -1,560.8% | +89.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling