+29.7%
EMB vs WST
+321.8%
-292.1%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.5% | -0.1% |
| 7D | +0.3% | -0.3% | +0.6% | +0.3% |
| 30D | -0.5% | -4.6% | +4.1% | -0.2% |
| 3M | +0.3% | +5.7% | -5.4% | -0.1% |
| 6M | +1.2% | +37.6% | -36.4% | -1.3% |
| YTD | +1.5% | +23.0% | -21.6% | -0.3% |
| 1Y | +4.8% | +33.8% | -29.0% | +2.2% |
| 3Y | +30.4% | -13.4% | +43.7% | +29.3% |
| 5Y | +7.3% | -27.0% | +34.2% | +5.9% |
| 10Y | +29.7% | +324.5% | -294.8% | +12.1% |
| All | +29.7% | +321.8% | -292.1% | +12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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