+20.8%
WM vs EMB
+0.7%
+20.1%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.0% | +0.6% | +1.8% |
| 7D | +5.9% | +0.7% | +5.2% | +6.0% |
| 30D | +15.4% | +2.3% | +13.1% | +16.0% |
| 3M | +6.3% | -2.5% | +8.8% | +4.8% |
| 6M | +5.6% | -1.1% | +6.7% | +4.4% |
| YTD | +9.9% | -0.6% | +10.5% | +8.0% |
| 1Y | +20.8% | +0.6% | +20.2% | +19.0% |
| All | +20.8% | +0.7% | +20.1% | +19.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling