+32.0%
EMR vs NWSA
+2.3%
+29.8%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.7% | -2.6% | -0.2% |
| 7D | +2.8% | +2.2% | +0.7% | +2.6% |
| 30D | +3.7% | -8.8% | +12.4% | +4.8% |
| 3M | +2.0% | -6.5% | +8.5% | +3.0% |
| 6M | +22.1% | +1.5% | +20.6% | +22.7% |
| YTD | +27.2% | +4.0% | +23.2% | +23.4% |
| 1Y | +32.0% | +3.4% | +28.6% | +28.6% |
| All | +32.0% | +2.3% | +29.8% | +28.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 1y: compounded portfolio wealth divided by compounded NWSA 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…
1y analysis · Full analysis span regression · 6 months rolling