+65.8%
EMR vs WCN
+27.0%
+38.8%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -0.8% |
| 7D | +0.9% | -1.7% | +2.6% | +1.5% |
| 30D | -5.0% | -3.0% | -2.0% | -4.0% |
| 3M | +5.9% | +2.5% | +3.4% | +4.4% |
| 6M | +7.3% | -5.7% | +13.0% | +9.1% |
| YTD | +14.6% | -7.4% | +22.0% | +17.3% |
| 1Y | +15.6% | -8.6% | +24.3% | +18.9% |
| 3Y | +60.2% | +19.4% | +40.8% | +41.9% |
| 5Y | +65.8% | +27.2% | +38.6% | +40.0% |
| All | +65.8% | +27.0% | +38.8% | +40.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling