+283.6%
EMR vs NWSA
+127.4%
+156.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.8% | +3.5% | +2.5% |
| 7D | -1.5% | -1.9% | +0.4% | -0.7% |
| 30D | -5.6% | +4.6% | -10.2% | -7.6% |
| 3M | +7.9% | +13.2% | -5.3% | +1.3% |
| 6M | +6.0% | +27.0% | -21.0% | -5.8% |
| YTD | +16.4% | +16.8% | -0.4% | +6.9% |
| 1Y | +16.6% | +4.5% | +12.1% | +12.3% |
| 3Y | +62.9% | +46.2% | +16.6% | +33.8% |
| 5Y | +60.1% | +40.9% | +19.2% | +29.5% |
| 10Y | +268.7% | +145.1% | +123.6% | +111.4% |
| All | +283.6% | +127.4% | +156.2% | +122.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling