+4,283.7%
EMR vs GWW
+16,336.7%
-12,053.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.5% |
| 7D | +2.8% | +3.6% | -0.7% | +1.1% |
| 30D | +3.7% | +12.1% | -8.5% | -2.1% |
| 3M | +2.0% | +12.9% | -10.9% | -4.1% |
| 6M | +22.1% | +19.3% | +2.8% | +11.4% |
| YTD | +27.2% | +48.7% | -21.5% | +4.1% |
| 1Y | +32.0% | +60.5% | -28.5% | +4.0% |
| 3Y | +103.3% | +93.3% | +10.0% | +45.3% |
| 5Y | +88.2% | +219.0% | -130.7% | +3.4% |
| 10Y | +280.4% | +659.0% | -378.5% | +31.2% |
| All | +4,283.7% | +16,336.7% | -12,053.0% | +310.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling