+62.9%
EMR vs WCC
+229.6%
-166.7%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.5% | -2.9% | -1.3% |
| 7D | +3.1% | +8.5% | -5.4% | +0.2% |
| 30D | -3.5% | -1.0% | -2.6% | -3.4% |
| 3M | +9.8% | +2.1% | +7.7% | +8.4% |
| 6M | +10.8% | +36.8% | -26.0% | -1.4% |
| YTD | +15.9% | +47.7% | -31.8% | +0.3% |
| 1Y | +16.4% | +66.5% | -50.1% | -3.6% |
| 3Y | +62.1% | +134.2% | -72.1% | +14.6% |
| 5Y | +62.9% | +231.6% | -168.7% | -6.3% |
| All | +62.9% | +229.6% | -166.7% | -6.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling