+1,623.2%
WDC vs EMB
+128.3%
+1,494.9%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +0.1% | +8.2% | +8.2% |
| 7D | -3.2% | -0.4% | -2.8% | -2.7% |
| 30D | -19.0% | +1.5% | -20.6% | -20.3% |
| 3M | -28.4% | -1.6% | -26.9% | -27.2% |
| 6M | -39.2% | -1.5% | -37.7% | -38.1% |
| YTD | +82.1% | -0.1% | +82.1% | +83.9% |
| 1Y | +84.7% | +0.5% | +84.1% | +85.6% |
| 3Y | +825.6% | +30.2% | +795.4% | +631.3% |
| 5Y | +608.2% | +8.6% | +599.6% | +561.7% |
| 10Y | +695.1% | +36.9% | +658.3% | +560.2% |
| All | +1,623.2% | +128.3% | +1,494.9% | +1,098.6% |
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