+140.8%
WBD vs EMB
+131.9%
+9.0%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.3% | -0.3% |
| 7D | -0.7% | +0.3% | -1.0% | -1.0% |
| 30D | +5.0% | -0.5% | +5.5% | +5.5% |
| 3M | +6.2% | +0.3% | +5.9% | +5.8% |
| 6M | +0.6% | +1.2% | -0.6% | -0.7% |
| YTD | -2.4% | +1.5% | -3.9% | -3.9% |
| 1Y | +127.7% | +4.8% | +122.9% | +117.0% |
| 3Y | +148.4% | +30.4% | +118.1% | +95.7% |
| 5Y | +4.2% | +7.3% | -3.0% | -3.1% |
| 10Y | +10.8% | +29.7% | -18.9% | -11.6% |
| All | +140.8% | +131.9% | +9.0% | +76.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling