+29.6%
EMB vs WY
+7.6%
+22.0%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.1% |
| 7D | -1.2% | -4.2% | +3.0% | -0.6% |
| 30D | -1.3% | -10.1% | +8.8% | +0.3% |
| 3M | -1.8% | -8.5% | +6.7% | -0.6% |
| 6M | +0.2% | -3.3% | +3.5% | +0.4% |
| YTD | +0.4% | -4.4% | +4.8% | +0.6% |
| 1Y | +2.8% | -11.5% | +14.3% | +4.2% |
| 3Y | +29.1% | -24.3% | +53.5% | +33.1% |
| 5Y | +6.3% | -21.3% | +27.6% | +8.0% |
| All | +29.6% | +7.6% | +22.0% | +21.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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