+30.7%
EMB vs WWD
+479.8%
-449.1%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.1% |
| 7D | 0.0% | +0.6% | -0.6% | -0.1% |
| 30D | -0.3% | -5.1% | +4.8% | +0.3% |
| 3M | -0.3% | -11.2% | +11.0% | +0.9% |
| 6M | +0.7% | -12.0% | +12.8% | +1.9% |
| YTD | +1.3% | +12.0% | -10.7% | -0.8% |
| 1Y | +4.7% | +42.8% | -38.1% | -0.8% |
| 3Y | +30.1% | +168.9% | -138.9% | +12.0% |
| 5Y | +6.9% | +192.2% | -185.3% | -10.2% |
| 10Y | +30.7% | +495.3% | -464.5% | +1.0% |
| All | +30.7% | +479.8% | -449.1% | +1.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 10y: compounded portfolio wealth divided by compounded WWD 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…
10y analysis · Full analysis span regression · 6 months rolling