+693.8%
WDC vs EMB
+29.1%
+664.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | -28.0% | -0.1% | -27.9% | -27.7% |
| 30D | -34.9% | +1.3% | -36.2% | -36.8% |
| 3M | -41.6% | -2.2% | -39.3% | -38.4% |
| 6M | -45.4% | -2.3% | -43.0% | -41.8% |
| YTD | +53.3% | -0.6% | +53.9% | +58.3% |
| 1Y | +61.5% | +0.5% | +61.1% | +63.7% |
| All | +693.8% | +29.1% | +664.6% | +507.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling