+263.6%
EMR vs GWW
+565.7%
-302.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -1.0% |
| 7D | -1.2% | -3.1% | +1.9% | +0.5% |
| 30D | -9.4% | -2.3% | -7.1% | -8.3% |
| 3M | +8.6% | -3.3% | +11.9% | +10.3% |
| 6M | +6.7% | +15.4% | -8.7% | -1.6% |
| YTD | +13.1% | +26.7% | -13.7% | -0.8% |
| 1Y | +12.7% | +29.0% | -16.2% | -2.0% |
| 3Y | +58.1% | +89.0% | -30.9% | +11.9% |
| 5Y | +63.6% | +221.8% | -158.1% | -14.2% |
| All | +263.6% | +565.7% | -302.1% | +43.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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