+126.7%
EMB vs WST
+2,317.4%
-2,190.7%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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 | -2.2% | +14.7% | -16.9% | -3.2% |
| 6M | -2.3% | +28.0% | -30.3% | -4.1% |
| YTD | -0.6% | +45.6% | -46.3% | -3.4% |
| 1Y | +0.5% | +45.7% | -45.2% | -2.3% |
| 3Y | +29.4% | +21.1% | +8.3% | +25.0% |
| 5Y | +6.5% | +0.3% | +6.2% | +3.1% |
| 10Y | +29.8% | +449.0% | -419.3% | +11.5% |
| All | +126.7% | +2,317.4% | -2,190.7% | +76.4% |
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