+10.7%
EMB vs WETO
-99.4%
+110.1%
-5.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.4% | +5.4% | -0.1% |
| 7D | -1.2% | -4.3% | +3.1% | -1.2% |
| 30D | -1.3% | -39.9% | +38.6% | -1.3% |
| 3M | -1.8% | -97.9% | +96.1% | -1.1% |
| 6M | +0.2% | -95.0% | +95.2% | +0.3% |
| YTD | +0.4% | -97.2% | +97.5% | +0.7% |
| 1Y | +2.8% | -98.9% | +101.7% | +3.6% |
| All | +10.7% | -99.4% | +110.1% | +12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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