+29.7%
EMB vs WCN
+235.2%
-205.5%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.6% |
| 7D | -1.1% | -4.4% | +3.3% | -0.4% |
| 30D | -1.1% | -4.4% | +3.4% | -0.4% |
| 3M | -0.8% | +0.5% | -1.2% | -1.0% |
| 6M | -0.1% | -3.3% | +3.2% | +0.2% |
| YTD | +0.4% | -8.5% | +8.9% | +1.6% |
| 1Y | +3.3% | -8.9% | +12.2% | +4.4% |
| 3Y | +29.0% | +18.0% | +11.0% | +23.7% |
| 5Y | +6.3% | +25.0% | -18.7% | +0.2% |
| All | +29.7% | +235.2% | -205.5% | +4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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