+31.6%
EMR vs W
+0.7%
+30.8%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.4% |
| 7D | +2.5% | +0.2% | +2.3% | +2.5% |
| 30D | +3.3% | +6.8% | -3.5% | +2.2% |
| 3M | +1.7% | +10.7% | -9.0% | -0.2% |
| 6M | +21.7% | +86.3% | -64.7% | +6.9% |
| YTD | +26.8% | +11.5% | +15.3% | +17.9% |
| 1Y | +31.6% | +5.1% | +26.5% | +23.3% |
| All | +31.6% | +0.7% | +30.8% | +23.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling