+125.6%
EMB vs WSM
+2,843.7%
-2,718.1%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.7% | -0.3% |
| 7D | -0.9% | 0.0% | -0.9% | -0.9% |
| 30D | +0.4% | +5.1% | -4.7% | 0.0% |
| 3M | -3.1% | +5.1% | -8.2% | -3.5% |
| 6M | -2.1% | +48.6% | -50.7% | -4.6% |
| YTD | -1.1% | +44.2% | -45.3% | -3.6% |
| 1Y | -0.1% | +38.1% | -38.1% | -2.3% |
| 3Y | +29.6% | +257.2% | -227.6% | +18.0% |
| 5Y | +7.2% | +165.1% | -157.9% | -1.9% |
| 10Y | +35.5% | +1,123.6% | -1,088.1% | +11.3% |
| All | +125.6% | +2,843.7% | -2,718.1% | +64.7% |
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