+131.4%
EMB vs WTW
+391.7%
-260.3%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.8% | +2.7% | +0.2% |
| 7D | +0.3% | -2.7% | +3.0% | +0.6% |
| 30D | -0.5% | -5.6% | +5.2% | +0.1% |
| 3M | +0.3% | +26.5% | -26.2% | -2.1% |
| 6M | +1.2% | +8.1% | -7.0% | +0.1% |
| YTD | +1.5% | -0.3% | +1.8% | +1.1% |
| 1Y | +4.8% | -0.9% | +5.7% | +4.4% |
| 3Y | +30.4% | +66.6% | -36.3% | +22.3% |
| 5Y | +7.3% | +54.0% | -46.7% | +1.1% |
| 10Y | +29.7% | +198.1% | -168.4% | +14.8% |
| All | +131.4% | +391.7% | -260.3% | +91.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling