+131.7%
EMB vs WY
+66.9%
+64.9%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.1% |
| 7D | 0.0% | -1.7% | +1.7% | +0.2% |
| 30D | -0.3% | -10.1% | +9.8% | +0.8% |
| 3M | -0.4% | -5.1% | +4.7% | 0.0% |
| 6M | +0.1% | -4.8% | +4.9% | +0.5% |
| YTD | +1.6% | -0.2% | +1.8% | +1.3% |
| 1Y | +5.6% | -6.6% | +12.2% | +6.0% |
| 3Y | +29.8% | -22.7% | +52.6% | +32.3% |
| 5Y | +7.3% | -22.2% | +29.5% | +8.7% |
| 10Y | +30.4% | +7.3% | +23.1% | +24.5% |
| All | +131.7% | +66.9% | +64.9% | +107.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling