+131.7%
EMB vs WU
-32.8%
+164.5%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.1% |
| 7D | 0.0% | -0.8% | +0.8% | 0.0% |
| 30D | -0.3% | -1.1% | +0.8% | -0.2% |
| 3M | -0.4% | -3.9% | +3.4% | -0.4% |
| 6M | +0.1% | -20.7% | +20.8% | +1.4% |
| YTD | +1.6% | -18.4% | +19.9% | +2.7% |
| 1Y | +5.6% | -8.1% | +13.7% | +5.7% |
| 3Y | +29.8% | -24.2% | +54.0% | +31.1% |
| 5Y | +7.3% | -50.4% | +57.7% | +10.8% |
| 10Y | +30.4% | -40.0% | +70.5% | +32.4% |
| All | +131.7% | -32.8% | +164.5% | +129.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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