+1,611.7%
WDC vs EMB
+126.5%
+1,485.1%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | +0.2% |
| 7D | +16.3% | -0.7% | +17.0% | +17.2% |
| 30D | -18.3% | +0.5% | -18.8% | -18.7% |
| 3M | -31.4% | -2.5% | -29.0% | -29.6% |
| 6M | -36.3% | -2.0% | -34.3% | -34.7% |
| YTD | +80.8% | -0.9% | +81.7% | +84.2% |
| 1Y | +87.7% | -0.3% | +88.0% | +90.3% |
| 3Y | +819.4% | +29.2% | +790.2% | +632.4% |
| 5Y | +583.2% | +7.4% | +575.8% | +545.2% |
| 10Y | +689.8% | +35.8% | +654.0% | +561.3% |
| All | +1,611.7% | +126.5% | +1,485.1% | +1,100.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling