+281.7%
EMR vs WCC
+435.3%
-153.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.2% | -1.2% |
| 7D | +0.7% | -9.9% | +10.6% | +4.4% |
| 30D | +3.5% | -13.4% | +16.9% | +8.7% |
| 3M | +5.9% | -13.5% | +19.4% | +10.9% |
| 6M | +19.4% | -10.6% | +30.1% | +22.6% |
| YTD | +27.7% | +30.1% | -2.4% | +11.9% |
| 1Y | +30.9% | +22.3% | +8.6% | +17.5% |
| 3Y | +104.2% | +130.3% | -26.1% | +32.8% |
| 5Y | +89.6% | +144.5% | -54.9% | +11.1% |
| All | +281.7% | +435.3% | -153.6% | +29.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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