+29.7%
EMB vs WSM
+1,058.9%
-1,029.2%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | -0.7% |
| 7D | -1.1% | +0.4% | -1.5% | -1.1% |
| 30D | -1.1% | -10.7% | +9.6% | -0.2% |
| 3M | -0.8% | +8.5% | -9.2% | -1.5% |
| 6M | -0.1% | +19.6% | -19.7% | -1.7% |
| YTD | +0.4% | +26.6% | -26.2% | -1.8% |
| 1Y | +3.3% | +12.0% | -8.7% | +1.9% |
| 3Y | +29.0% | +226.6% | -197.6% | +13.9% |
| 5Y | +6.3% | +174.1% | -167.8% | -6.4% |
| All | +29.7% | +1,058.9% | -1,029.2% | +0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 10y: compounded portfolio wealth divided by compounded WSM 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…
10y analysis · Full analysis span regression · 6 months rolling