+126.7%
EMB vs WAT
+513.9%
-387.2%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.6% |
| 7D | +0.5% | +3.4% | -2.9% | +0.2% |
| 30D | +0.9% | +9.6% | -8.7% | 0.0% |
| 3M | -2.1% | +15.5% | -17.6% | -3.4% |
| 6M | -2.2% | +33.9% | -36.1% | -4.9% |
| YTD | -0.6% | +25.2% | -25.8% | -3.1% |
| 1Y | +0.2% | +26.3% | -26.1% | -2.4% |
| 3Y | +29.5% | +85.8% | -56.3% | +20.2% |
| 5Y | +8.0% | +35.3% | -27.3% | +2.5% |
| 10Y | +35.3% | +231.8% | -196.4% | +18.2% |
| All | +126.7% | +513.9% | -387.2% | +84.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling