+937.0%
EMR vs WCN
+6,839.3%
-5,902.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +2.9% | +2.1% |
| 7D | -1.5% | -0.6% | -0.9% | -1.3% |
| 30D | -5.6% | +0.4% | -6.1% | -5.8% |
| 3M | +7.9% | +7.3% | +0.6% | +5.5% |
| 6M | +6.0% | -2.5% | +8.5% | +6.0% |
| YTD | +16.4% | -5.4% | +21.8% | +17.4% |
| 1Y | +16.6% | -8.5% | +25.1% | +18.6% |
| 3Y | +62.9% | +20.8% | +42.1% | +52.4% |
| 5Y | +60.1% | +30.0% | +30.1% | +46.5% |
| 10Y | +268.8% | +238.4% | +30.3% | +167.4% |
| All | +937.0% | +6,839.3% | -5,902.3% | +381.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling