+1,330.5%
WDC vs EMB
+31.1%
+1,299.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | 0.0% | +5.8% | +5.8% |
| 7D | +1.7% | 0.0% | +1.7% | +1.7% |
| 30D | -10.0% | -0.3% | -9.7% | -9.4% |
| 3M | -18.8% | -0.4% | -18.3% | -17.6% |
| 6M | +79.0% | +0.1% | +78.9% | +80.1% |
| YTD | +171.6% | +1.6% | +170.0% | +166.4% |
| 1Y | +417.4% | +5.6% | +411.8% | +373.9% |
| All | +1,330.5% | +31.1% | +1,299.5% | +941.1% |
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 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