+1,880.5%
EMR vs WAT
+12,580.5%
-10,700.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -0.9% | -1.1% |
| 7D | +0.7% | +3.4% | -2.7% | -0.2% |
| 30D | +3.5% | +9.6% | -6.1% | +1.1% |
| 3M | +5.9% | +15.5% | -9.6% | +1.9% |
| 6M | +19.4% | +33.9% | -14.5% | +10.3% |
| YTD | +27.7% | +25.2% | +2.5% | +19.2% |
| 1Y | +30.9% | +26.3% | +4.6% | +21.9% |
| 3Y | +104.2% | +85.8% | +18.4% | +68.3% |
| 5Y | +89.6% | +35.3% | +54.3% | +67.4% |
| 10Y | +280.0% | +231.8% | +48.2% | +168.6% |
| All | +1,880.5% | +12,580.5% | -10,700.0% | +732.2% |
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