+277.4%
EMR vs WAT
+156.2%
+121.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.4% |
| 7D | +0.9% | -1.8% | +2.7% | +1.7% |
| 30D | -5.0% | -1.7% | -3.3% | -4.3% |
| 3M | +5.9% | +9.1% | -3.2% | +2.0% |
| 6M | +7.3% | +32.4% | -25.1% | -5.6% |
| YTD | +14.6% | +6.6% | +8.0% | +9.7% |
| 1Y | +15.6% | +34.7% | -19.1% | -0.5% |
| 3Y | +60.2% | +53.6% | +6.6% | +22.6% |
| 5Y | +65.8% | -4.1% | +69.9% | +56.8% |
| 10Y | +277.4% | +167.9% | +109.5% | +107.9% |
| All | +277.4% | +156.2% | +121.2% | +107.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded WAT 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling