+131.7%
EMB vs WSM
+2,527.2%
-2,395.5%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.1% | -2.1% | -0.1% |
| 7D | 0.0% | -3.3% | +3.3% | +0.2% |
| 30D | -0.3% | -8.4% | +8.1% | +0.2% |
| 3M | -0.4% | +9.7% | -10.1% | -1.1% |
| 6M | +0.1% | +16.7% | -16.6% | -1.0% |
| YTD | +1.6% | +28.7% | -27.1% | -0.2% |
| 1Y | +5.6% | +13.7% | -8.0% | +4.5% |
| 3Y | +29.8% | +230.1% | -200.3% | +18.8% |
| 5Y | +7.3% | +179.0% | -171.7% | -2.0% |
| 10Y | +30.4% | +1,002.5% | -972.1% | +7.9% |
| All | +131.7% | +2,527.2% | -2,395.5% | +70.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling