+280.3%
EMR vs W
+211.1%
+69.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.6% | +2.5% | +0.3% |
| 7D | +2.7% | -1.7% | +4.3% | +2.9% |
| 30D | +2.1% | +3.2% | -1.1% | +1.5% |
| 3M | +2.3% | +8.3% | -6.0% | +0.9% |
| 6M | +22.5% | +84.3% | -61.8% | +11.2% |
| YTD | +27.2% | +11.0% | +16.2% | +22.5% |
| 1Y | +28.0% | -0.2% | +28.2% | +24.8% |
| 3Y | +103.4% | +157.9% | -54.5% | +65.6% |
| 5Y | +88.2% | -56.8% | +144.9% | +73.8% |
| All | +280.3% | +211.1% | +69.1% | +116.8% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 W 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