+1,344.7%
EME vs WCN
+235.9%
+1,108.8%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.2% | +4.1% | +4.2% |
| 7D | +3.5% | -3.1% | +6.6% | +4.9% |
| 30D | -6.3% | -3.4% | -2.9% | -5.0% |
| 3M | -3.8% | +3.0% | -6.7% | -6.2% |
| 6M | +8.5% | -3.8% | +12.3% | +8.5% |
| YTD | +27.8% | -8.3% | +36.1% | +30.4% |
| 1Y | +22.2% | -9.7% | +32.0% | +24.9% |
| 3Y | +253.5% | +17.2% | +236.3% | +203.6% |
| 5Y | +578.6% | +25.3% | +553.4% | +444.3% |
| All | +1,344.7% | +235.9% | +1,108.8% | +632.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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