+4.2%
WBD vs EMB
+7.1%
-3.0%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.4% |
| 7D | -1.7% | 0.0% | -1.7% | -1.7% |
| 30D | +3.9% | -0.3% | +4.1% | +4.3% |
| 3M | +5.1% | -0.3% | +5.4% | +5.5% |
| 6M | +0.6% | +0.7% | -0.2% | -0.9% |
| YTD | -3.2% | +1.3% | -4.4% | -5.5% |
| 1Y | +127.7% | +4.7% | +123.0% | +109.8% |
| 3Y | +146.6% | +30.1% | +116.5% | +66.2% |
| 5Y | +4.2% | +6.9% | -2.7% | -24.5% |
| All | +4.2% | +7.1% | -3.0% | -24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 5y: compounded portfolio wealth divided by compounded EMB 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…
5y analysis · Full analysis span regression · 6 months rolling