+6.9%
EMB vs WCN
+27.0%
-20.2%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | -0.1% |
| 7D | 0.0% | -1.7% | +1.8% | +0.2% |
| 30D | -0.3% | -3.0% | +2.7% | +0.1% |
| 3M | -0.3% | +2.5% | -2.8% | -0.7% |
| 6M | +0.7% | -5.7% | +6.4% | +1.4% |
| YTD | +1.3% | -7.4% | +8.7% | +2.1% |
| 1Y | +4.7% | -8.6% | +13.3% | +5.7% |
| 3Y | +30.1% | +19.4% | +10.7% | +24.5% |
| 5Y | +6.9% | +27.2% | -20.3% | +0.6% |
| All | +6.9% | +27.0% | -20.2% | +0.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling