+12.4%
EMR vs WCN
-9.1%
+21.6%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.2% | +2.4% | +2.6% |
| 7D | -0.4% | -3.1% | +2.7% | -0.2% |
| 30D | -6.8% | -3.4% | -3.4% | -6.6% |
| 3M | +7.5% | +3.0% | +4.5% | +6.7% |
| 6M | +9.9% | -3.8% | +13.6% | +11.8% |
| YTD | +16.0% | -8.3% | +24.3% | +19.5% |
| 1Y | +12.4% | -9.7% | +22.2% | +18.9% |
| All | +12.4% | -9.1% | +21.6% | +18.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 1y: compounded portfolio wealth divided by compounded WCN 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…
1y analysis · Full analysis span regression · 6 months rolling