+131.7%
EMB vs WAT
+428.5%
-296.8%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.1% |
| 7D | 0.0% | -1.3% | +1.3% | +0.1% |
| 30D | -0.3% | +2.3% | -2.6% | -0.5% |
| 3M | -0.4% | +8.7% | -9.2% | -1.2% |
| 6M | +0.1% | +28.3% | -28.2% | -2.4% |
| YTD | +1.6% | +7.8% | -6.2% | +0.5% |
| 1Y | +5.6% | +36.6% | -31.0% | +2.0% |
| 3Y | +29.8% | +45.7% | -15.8% | +23.2% |
| 5Y | +7.3% | -3.3% | +10.6% | +4.8% |
| 10Y | +30.4% | +162.1% | -131.7% | +16.1% |
| All | +131.7% | +428.5% | -296.8% | +90.9% |
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