+125.6%
EMB vs WCN
+1,541.2%
-1,415.6%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.3% | -0.2% |
| 7D | -0.9% | +2.6% | -3.5% | -1.2% |
| 30D | +0.4% | +23.9% | -23.6% | -2.0% |
| 3M | -3.1% | +17.4% | -20.5% | -4.9% |
| 6M | -2.1% | +28.0% | -30.1% | -4.8% |
| YTD | -1.1% | +11.6% | -12.6% | -2.5% |
| 1Y | -0.1% | +16.9% | -16.9% | -2.0% |
| 3Y | +29.6% | +51.6% | -22.0% | +23.0% |
| 5Y | +7.2% | +48.0% | -40.8% | +1.7% |
| 10Y | +35.5% | +322.6% | -287.1% | +17.2% |
| All | +125.6% | +1,541.2% | -1,415.6% | +77.6% |
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 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