+263.6%
EMR vs WAB
+292.7%
-29.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.3% |
| 7D | -1.2% | -0.2% | -1.0% | -1.1% |
| 30D | -9.4% | -5.9% | -3.6% | -6.1% |
| 3M | +8.6% | +9.4% | -0.8% | +2.7% |
| 6M | +6.7% | +13.8% | -7.1% | -1.2% |
| YTD | +13.1% | +31.8% | -18.7% | -3.8% |
| 1Y | +12.7% | +48.5% | -35.8% | -10.6% |
| 3Y | +58.1% | +167.0% | -108.9% | -10.6% |
| 5Y | +63.6% | +222.3% | -158.7% | -17.7% |
| All | +263.6% | +292.7% | -29.0% | +42.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded WAB 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling