+273.8%
EMR vs W
+224.6%
+49.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +4.6% | -0.2% | +3.8% |
| 7D | +2.1% | +3.3% | -1.2% | +1.7% |
| 30D | +4.8% | +10.5% | -5.8% | +3.4% |
| 3M | +7.5% | +9.6% | -2.2% | +6.0% |
| 6M | +20.9% | +76.4% | -55.5% | +11.2% |
| YTD | +29.2% | +16.4% | +12.8% | +24.1% |
| 1Y | +33.0% | +9.3% | +23.6% | +28.4% |
| 3Y | +109.8% | +172.8% | -63.1% | +72.9% |
| 5Y | +91.9% | -53.4% | +145.3% | +75.5% |
| 10Y | +301.5% | +243.6% | +57.9% | +158.6% |
| All | +273.8% | +224.6% | +49.2% | +140.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling