+89.1%
EMR vs WAB
+223.3%
-134.2%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.8% | -2.9% | -2.4% |
| 7D | +0.7% | +4.0% | -3.3% | -2.0% |
| 30D | +3.5% | +6.3% | -2.8% | -0.9% |
| 3M | +5.9% | +3.3% | +2.6% | +3.5% |
| 6M | +19.4% | +14.5% | +5.0% | +8.3% |
| YTD | +27.7% | +42.7% | -15.0% | 0.0% |
| 1Y | +30.9% | +45.2% | -14.3% | +1.3% |
| 3Y | +104.2% | +173.8% | -69.6% | +3.7% |
| All | +89.1% | +223.3% | -134.2% | -14.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling