+15,916.0%
EME vs WCN
+6,686.9%
+9,229.0%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.2% | -1.3% | -2.1% |
| 7D | +2.7% | -1.7% | +4.5% | +3.3% |
| 30D | -6.8% | -3.0% | -3.8% | -5.9% |
| 3M | -8.8% | +2.5% | -11.4% | -10.3% |
| 6M | +5.0% | -5.7% | +10.7% | +5.8% |
| YTD | +23.5% | -7.4% | +30.9% | +24.8% |
| 1Y | +21.3% | -8.6% | +29.9% | +22.6% |
| 3Y | +241.1% | +19.4% | +221.7% | +212.0% |
| 5Y | +549.2% | +27.2% | +521.9% | +477.1% |
| 10Y | +1,306.4% | +238.5% | +1,067.9% | +817.7% |
| All | +15,916.0% | +6,686.9% | +9,229.0% | +5,966.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling