+268.5%
EMR vs WAB
+293.0%
-24.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -0.4% |
| 7D | +0.9% | +0.2% | +0.7% | +0.8% |
| 30D | -5.0% | -4.6% | -0.4% | -2.3% |
| 3M | +5.9% | +5.6% | +0.3% | +2.3% |
| 6M | +7.3% | +13.8% | -6.5% | -0.6% |
| YTD | +14.6% | +31.9% | -17.3% | -2.6% |
| 1Y | +15.6% | +48.3% | -32.6% | -8.2% |
| 3Y | +60.2% | +167.1% | -107.0% | -9.4% |
| 5Y | +65.8% | +222.9% | -157.0% | -16.6% |
| All | +268.5% | +293.0% | -24.5% | +43.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling