+642.9%
WDC vs EMB
+36.5%
+606.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.2% | -4.8% | -4.6% |
| 7D | +12.1% | -0.9% | +13.0% | +14.0% |
| 30D | -18.8% | +0.4% | -19.2% | -19.2% |
| 3M | -39.3% | -3.1% | -36.2% | -35.8% |
| 6M | -40.1% | -2.1% | -38.1% | -37.6% |
| YTD | +71.8% | -1.1% | +72.9% | +77.7% |
| 1Y | +88.5% | -0.1% | +88.5% | +91.7% |
| 3Y | +770.0% | +29.6% | +740.4% | +477.9% |
| 5Y | +549.0% | +7.2% | +541.9% | +516.5% |
| All | +642.9% | +36.5% | +606.4% | +417.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling