+30.4%
EMB vs WEC
+42.2%
-11.9%
-5.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.2% |
| 7D | +0.3% | +0.8% | -0.5% | +0.2% |
| 30D | -0.5% | +0.3% | -0.8% | -0.5% |
| 3M | +0.3% | -2.9% | +3.2% | +0.6% |
| 6M | +1.2% | -5.9% | +7.1% | +1.8% |
| YTD | +1.5% | +4.1% | -2.7% | +0.7% |
| 1Y | +4.8% | +3.1% | +1.7% | +4.1% |
| 3Y | +30.4% | +40.8% | -10.4% | +22.0% |
| All | +30.4% | +42.2% | -11.9% | +22.0% |
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