+131.7%
EMB vs WST
+1,955.6%
-1,823.9%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.1% |
| 7D | 0.0% | +0.7% | -0.7% | -0.1% |
| 30D | -0.3% | -3.1% | +2.8% | -0.1% |
| 3M | -0.4% | +7.2% | -7.6% | -0.9% |
| 6M | +0.1% | +36.8% | -36.7% | -2.2% |
| YTD | +1.6% | +23.8% | -22.3% | -0.1% |
| 1Y | +5.6% | +37.8% | -32.2% | +2.9% |
| 3Y | +29.8% | -15.9% | +45.7% | +29.0% |
| 5Y | +7.3% | -25.8% | +33.1% | +6.0% |
| 10Y | +30.4% | +319.6% | -289.2% | +14.0% |
| All | +131.7% | +1,955.6% | -1,823.9% | +82.3% |
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