+6.1%
EMB vs WST
-0.1%
+6.2%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | -0.1% |
| 7D | -0.1% | -3.1% | +3.0% | +0.1% |
| 30D | +1.3% | +9.1% | -7.8% | +0.7% |
| 3M | -2.7% | +14.7% | -17.4% | -3.6% |
| 6M | -2.8% | +28.0% | -30.8% | -4.4% |
| YTD | -1.1% | +45.6% | -46.8% | -3.7% |
| 1Y | 0.0% | +45.7% | -45.7% | -2.6% |
| 3Y | +28.8% | +21.1% | +7.7% | +24.0% |
| All | +6.1% | -0.1% | +6.2% | +2.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling