+1,706.5%
EMR vs WAT
+10,816.8%
-9,110.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.7% | +2.0% |
| 7D | -1.5% | -1.3% | -0.2% | -1.2% |
| 30D | -5.6% | +2.3% | -8.0% | -6.2% |
| 3M | +7.9% | +8.7% | -0.8% | +5.5% |
| 6M | +6.0% | +28.3% | -22.3% | -1.2% |
| YTD | +16.4% | +7.8% | +8.7% | +13.2% |
| 1Y | +16.6% | +36.6% | -20.0% | +6.2% |
| 3Y | +62.9% | +45.7% | +17.2% | +42.8% |
| 5Y | +60.1% | -3.3% | +63.4% | +54.1% |
| 10Y | +268.8% | +162.1% | +106.6% | +176.0% |
| All | +1,706.5% | +10,816.8% | -9,110.3% | +690.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling