+36.2%
EMB vs WAT
+222.4%
-186.3%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.2% |
| 7D | -0.9% | +0.6% | -1.5% | -1.0% |
| 30D | +0.4% | +5.4% | -5.1% | -0.3% |
| 3M | -3.1% | +11.3% | -14.4% | -4.4% |
| 6M | -2.1% | +37.4% | -39.5% | -5.7% |
| YTD | -1.1% | +21.2% | -22.3% | -3.8% |
| 1Y | -0.1% | +21.3% | -21.4% | -2.8% |
| 3Y | +29.6% | +83.4% | -53.8% | +17.4% |
| 5Y | +7.2% | +29.0% | -21.8% | +0.7% |
| All | +36.2% | +222.4% | -186.3% | +14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 10y: compounded portfolio wealth divided by compounded WAT 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…
10y analysis · Full analysis span regression · 6 months rolling