+131.7%
EMB vs WCC
+834.4%
-702.7%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.9% | -3.8% | -0.3% |
| 7D | 0.0% | +4.5% | -4.5% | -0.4% |
| 30D | -0.3% | -5.8% | +5.5% | +0.1% |
| 3M | -0.4% | -3.7% | +3.2% | -0.4% |
| 6M | +0.1% | +23.1% | -22.9% | -2.0% |
| YTD | +1.6% | +44.2% | -42.6% | -1.9% |
| 1Y | +5.6% | +62.1% | -56.5% | +0.8% |
| 3Y | +29.8% | +121.1% | -91.3% | +18.8% |
| 5Y | +7.3% | +214.0% | -206.7% | -6.1% |
| 10Y | +30.4% | +472.8% | -442.4% | +2.5% |
| All | +131.7% | +834.4% | -702.7% | +71.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling