+7.3%
EMB vs WCC
+229.6%
-222.4%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.5% | -2.6% | -0.3% |
| 7D | +0.3% | +8.5% | -8.2% | -0.4% |
| 30D | -0.5% | -1.0% | +0.5% | -0.5% |
| 3M | +0.3% | +2.1% | -1.8% | -0.1% |
| 6M | +1.2% | +36.8% | -35.7% | -1.9% |
| YTD | +1.5% | +47.7% | -46.3% | -2.4% |
| 1Y | +4.8% | +66.5% | -61.7% | -0.4% |
| 3Y | +30.4% | +134.2% | -103.8% | +17.4% |
| 5Y | +7.3% | +231.6% | -224.4% | -8.1% |
| All | +7.3% | +229.6% | -222.4% | -8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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