+411.1%
WDC vs EMB
+4.6%
+406.4%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.9% |
| 7D | +7.5% | 0.0% | +7.4% | +7.3% |
| 30D | +10.1% | -0.3% | +10.3% | +10.9% |
| 3M | -6.8% | -0.3% | -6.5% | -5.1% |
| 6M | +84.1% | +0.7% | +83.4% | +82.9% |
| YTD | +180.3% | +1.3% | +179.0% | +176.4% |
| 1Y | +411.1% | +4.7% | +406.4% | +344.1% |
| All | +411.1% | +4.6% | +406.4% | +344.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling