+36.3%
EMB vs WWD
+468.3%
-432.1%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | -0.1% |
| 7D | -0.4% | +3.7% | -4.1% | -0.9% |
| 30D | +1.1% | +1.8% | -0.7% | +0.8% |
| 3M | -2.0% | -5.0% | +3.0% | -1.6% |
| 6M | -1.9% | -8.4% | +6.5% | -1.3% |
| YTD | -0.5% | +12.3% | -12.8% | -2.7% |
| 1Y | +0.1% | +26.2% | -26.2% | -3.8% |
| 3Y | +29.7% | +154.6% | -124.9% | +12.3% |
| 5Y | +8.1% | +195.3% | -187.2% | -9.5% |
| 10Y | +36.3% | +466.3% | -430.0% | +3.3% |
| All | +36.3% | +468.3% | -432.1% | +3.3% |
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