+330.8%
WM vs EMB
+36.8%
+294.0%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.4% | +2.1% |
| 7D | +1.2% | -0.7% | +1.9% | +1.6% |
| 30D | +15.2% | +0.5% | +14.7% | +14.9% |
| 3M | +8.3% | -2.5% | +10.8% | +9.9% |
| 6M | +13.1% | -2.0% | +15.2% | +14.4% |
| YTD | +12.5% | -0.9% | +13.4% | +12.8% |
| 1Y | +21.8% | -0.3% | +22.1% | +21.7% |
| 3Y | +48.8% | +29.2% | +19.6% | +25.9% |
| 5Y | +62.1% | +7.4% | +54.6% | +57.5% |
| All | +330.8% | +36.8% | +294.0% | +260.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling