+12.7%
EMR vs WAB
+47.7%
-35.0%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -5.3% |
| 3M | +8.6% | +9.4% | -0.8% | +1.0% |
| 6M | +6.7% | +13.8% | -7.1% | -3.9% |
| YTD | +13.1% | +31.8% | -18.7% | -8.3% |
| 1Y | +12.7% | +48.5% | -35.8% | -14.4% |
| All | +12.7% | +47.7% | -35.0% | -14.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling