+324.8%
WM vs EMB
+36.3%
+288.5%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.1% | +1.2% |
| 7D | +0.8% | -0.4% | +1.2% | +1.0% |
| 30D | +13.8% | +1.5% | +12.3% | +12.8% |
| 3M | +6.4% | -1.6% | +8.0% | +7.4% |
| 6M | +13.2% | -1.5% | +14.7% | +14.1% |
| YTD | +10.8% | -0.1% | +10.8% | +10.5% |
| 1Y | +20.2% | +0.5% | +19.7% | +19.5% |
| 3Y | +46.5% | +30.2% | +16.2% | +23.4% |
| 5Y | +61.3% | +8.6% | +52.7% | +55.6% |
| 10Y | +324.8% | +36.9% | +287.9% | +255.3% |
| All | +324.8% | +36.3% | +288.5% | +255.3% |
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