+281.9%
EMR vs WAT
+155.0%
+126.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.1% | +0.2% |
| 7D | +3.1% | -0.7% | +3.8% | +3.4% |
| 30D | -3.5% | -1.0% | -2.6% | -3.2% |
| 3M | +9.8% | +10.9% | -1.1% | +5.0% |
| 6M | +10.8% | +33.2% | -22.4% | -2.8% |
| YTD | +15.9% | +6.1% | +9.9% | +11.3% |
| 1Y | +16.4% | +30.2% | -13.8% | +1.6% |
| 3Y | +62.1% | +52.9% | +9.2% | +24.4% |
| 5Y | +62.9% | -5.1% | +68.0% | +55.0% |
| All | +281.9% | +155.0% | +126.9% | +110.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling