+131.7%
EMB vs WWD
+1,060.3%
-928.6%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.0% | -0.1% |
| 7D | 0.0% | +1.3% | -1.3% | -0.1% |
| 30D | -0.3% | -7.2% | +6.9% | +0.2% |
| 3M | -0.4% | -3.8% | +3.4% | -0.3% |
| 6M | +0.1% | -9.9% | +10.0% | +0.6% |
| YTD | +1.6% | +14.8% | -13.2% | +0.3% |
| 1Y | +5.6% | +42.1% | -36.5% | +2.6% |
| 3Y | +29.8% | +170.8% | -141.0% | +19.8% |
| 5Y | +7.3% | +197.5% | -190.2% | -2.3% |
| 10Y | +30.4% | +477.8% | -447.4% | +12.8% |
| All | +131.7% | +1,060.3% | -928.6% | +92.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling