+29.6%
EMB vs WEC
+64.2%
-34.7%
-5.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.2% | -0.3% |
| 7D | -0.9% | +2.3% | -3.2% | -1.1% |
| 30D | +0.4% | +11.1% | -10.7% | -0.7% |
| 3M | -3.1% | +8.4% | -11.6% | -4.0% |
| 6M | -2.1% | +7.5% | -9.6% | -2.9% |
| YTD | -1.1% | +15.3% | -16.4% | -2.8% |
| 1Y | -0.1% | +9.7% | -9.8% | -1.2% |
| 3Y | +29.6% | +64.7% | -35.1% | +19.0% |
| All | +29.6% | +64.2% | -34.7% | +19.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 3y: compounded portfolio wealth divided by compounded WEC 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…
3y analysis · Full analysis span regression · 6 months rolling