+1,033.7%
EMR vs WCN
+8,007.2%
-6,973.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.4% |
| 7D | -2.0% | +0.4% | -2.4% | -2.1% |
| 30D | +2.8% | +25.3% | -22.5% | -3.6% |
| 3M | +2.0% | +15.4% | -13.5% | -2.3% |
| 6M | +20.7% | +27.8% | -7.1% | +12.0% |
| YTD | +27.3% | +10.6% | +16.7% | +22.6% |
| 1Y | +31.0% | +15.8% | +15.2% | +24.6% |
| 3Y | +103.6% | +50.3% | +53.3% | +79.1% |
| 5Y | +88.6% | +46.9% | +41.6% | +66.3% |
| 10Y | +280.6% | +318.8% | -38.1% | +160.3% |
| All | +1,033.7% | +8,007.2% | -6,973.5% | +402.8% |
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