+336.4%
WM vs EMB
+28.3%
+308.1%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | +1.2% | -0.1% | +1.3% | +1.3% |
| 30D | +13.1% | +1.3% | +11.8% | +12.3% |
| 3M | +3.6% | -2.7% | +6.3% | +5.3% |
| 6M | +8.1% | -2.8% | +10.9% | +9.7% |
| YTD | +8.9% | -1.1% | +10.0% | +9.3% |
| 1Y | +20.3% | 0.0% | +20.3% | +20.0% |
| 3Y | +46.2% | +28.8% | +17.4% | +24.5% |
| 5Y | +59.9% | +6.0% | +53.9% | +56.8% |
| All | +336.4% | +28.3% | +308.1% | +287.4% |
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