+127.9%
EMB vs WST
+2,397.9%
-2,269.9%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | -0.4% | +1.1% | -1.5% | -0.5% |
| 30D | +1.5% | +12.4% | -10.9% | +0.7% |
| 3M | -1.6% | +17.6% | -19.1% | -2.7% |
| 6M | -1.5% | +28.3% | -29.8% | -3.2% |
| YTD | -0.1% | +50.5% | -50.6% | -3.1% |
| 1Y | +0.5% | +49.4% | -48.9% | -2.5% |
| 3Y | +30.2% | +21.9% | +8.3% | +25.8% |
| 5Y | +8.6% | +0.4% | +8.2% | +5.1% |
| 10Y | +36.9% | +451.5% | -414.6% | +17.5% |
| All | +127.9% | +2,397.9% | -2,269.9% | +77.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling