+103.4%
EMR vs WCN
+50.7%
+52.6%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.4% |
| 7D | -2.0% | +0.4% | -2.4% | -2.0% |
| 30D | +2.8% | +25.3% | -22.5% | -0.9% |
| 3M | +2.0% | +15.4% | -13.5% | -0.2% |
| 6M | +20.7% | +27.8% | -7.1% | +14.9% |
| YTD | +27.3% | +10.6% | +16.7% | +26.4% |
| 1Y | +31.0% | +15.8% | +15.2% | +28.5% |
| All | +103.4% | +50.7% | +52.6% | +79.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling