+1,350.8%
WDC vs EMB
+127.1%
+1,223.7%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -35.8% |
| 3M | -41.6% | -2.2% | -39.3% | -40.2% |
| 6M | -45.4% | -2.3% | -43.0% | -43.8% |
| YTD | +53.3% | -0.6% | +53.9% | +55.7% |
| 1Y | +61.5% | +0.5% | +61.1% | +62.5% |
| 3Y | +712.3% | +29.4% | +682.9% | +545.6% |
| 5Y | +524.2% | +6.5% | +517.7% | +493.9% |
| 10Y | +616.5% | +29.8% | +586.7% | +510.6% |
| All | +1,350.8% | +127.1% | +1,223.7% | +914.7% |
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 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