+523.5%
WDC vs EMB
+6.4%
+517.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | -28.0% | -0.1% | -27.9% | -27.8% |
| 30D | -34.9% | +1.3% | -36.2% | -36.2% |
| 3M | -41.6% | -2.2% | -39.3% | -39.5% |
| 6M | -45.4% | -2.3% | -43.0% | -43.0% |
| YTD | +53.3% | -0.6% | +53.9% | +56.8% |
| 1Y | +61.5% | +0.5% | +61.1% | +63.0% |
| 3Y | +712.3% | +29.4% | +682.9% | +497.3% |
| All | +523.5% | +6.4% | +517.1% | +454.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling