+126.1%
EMB vs WCN
+1,540.8%
-1,414.7%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -0.9% |
| 7D | -0.7% | +1.2% | -1.9% | -0.8% |
| 30D | +0.5% | +26.4% | -25.9% | -2.0% |
| 3M | -2.5% | +17.5% | -20.0% | -4.2% |
| 6M | -2.0% | +28.7% | -30.8% | -4.8% |
| YTD | -0.9% | +11.5% | -12.4% | -2.3% |
| 1Y | -0.3% | +15.9% | -16.2% | -2.2% |
| 3Y | +29.2% | +51.6% | -22.4% | +22.7% |
| 5Y | +7.4% | +47.9% | -40.5% | +1.9% |
| 10Y | +35.8% | +322.5% | -286.7% | +17.5% |
| All | +126.1% | +1,540.8% | -1,414.7% | +78.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling