+6.2%
EMB vs WTW
+41.9%
-35.7%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -0.9% |
| 7D | -1.1% | -7.8% | +6.7% | -0.3% |
| 30D | -1.1% | -7.9% | +6.8% | -0.2% |
| 3M | -0.8% | +19.9% | -20.7% | -2.8% |
| 6M | -0.1% | +9.8% | -9.9% | -1.3% |
| YTD | +0.4% | -3.3% | +3.8% | +0.6% |
| 1Y | +3.3% | -3.3% | +6.6% | +3.4% |
| 3Y | +29.0% | +61.5% | -32.5% | +16.7% |
| All | +6.2% | +41.9% | -35.7% | -3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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