+1,094.8%
WM vs EMB
+126.0%
+968.9%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +1.4% |
| 7D | +4.5% | -0.3% | +4.8% | +4.6% |
| 30D | +16.1% | +1.1% | +15.0% | +15.5% |
| 3M | +8.0% | -2.9% | +11.0% | +9.6% |
| 6M | +8.4% | -2.1% | +10.5% | +9.4% |
| YTD | +11.2% | -1.1% | +12.3% | +11.6% |
| 1Y | +22.3% | +0.3% | +22.0% | +21.9% |
| 3Y | +50.2% | +27.7% | +22.5% | +33.0% |
| 5Y | +63.3% | +6.0% | +57.3% | +57.9% |
| 10Y | +355.0% | +29.1% | +325.9% | +302.8% |
| All | +1,094.8% | +126.0% | +968.9% | +760.9% |
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