+62.1%
EMR vs WCC
+137.6%
-75.5%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.5% | -2.9% | -1.4% |
| 7D | +3.1% | +8.5% | -5.4% | -0.1% |
| 30D | -3.5% | -1.0% | -2.6% | -3.4% |
| 3M | +9.8% | +2.1% | +7.7% | +8.3% |
| 6M | +10.8% | +36.8% | -26.0% | -2.3% |
| YTD | +15.9% | +47.7% | -31.8% | -0.7% |
| 1Y | +16.4% | +66.5% | -50.1% | -4.8% |
| 3Y | +62.1% | +134.2% | -72.1% | +10.1% |
| All | +62.1% | +137.6% | -75.5% | +10.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling