+979.7%
WM vs EMB
+132.1%
+847.6%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.3% | -1.2% |
| 7D | -0.3% | 0.0% | -0.3% | -0.3% |
| 30D | -2.4% | -0.3% | -2.1% | -2.2% |
| 3M | +0.4% | -0.4% | +0.8% | +0.6% |
| 6M | -9.5% | +0.1% | -9.6% | -9.7% |
| YTD | +0.5% | +1.6% | -1.1% | -0.4% |
| 1Y | -1.1% | +5.6% | -6.7% | -3.8% |
| 3Y | +46.0% | +29.8% | +16.2% | +28.3% |
| 5Y | +51.8% | +7.3% | +44.5% | +46.0% |
| 10Y | +307.5% | +30.4% | +277.1% | +258.5% |
| All | +979.7% | +132.1% | +847.6% | +668.2% |
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