+281.9%
EMR vs WEC
+143.2%
+138.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.7% |
| 7D | +3.1% | +0.8% | +2.3% | +2.8% |
| 30D | -3.5% | +0.3% | -3.9% | -3.7% |
| 3M | +9.8% | -2.9% | +12.7% | +10.5% |
| 6M | +10.8% | -5.9% | +16.7% | +12.3% |
| YTD | +15.9% | +4.1% | +11.8% | +14.4% |
| 1Y | +16.4% | +3.1% | +13.3% | +15.0% |
| 3Y | +62.1% | +40.8% | +21.3% | +45.4% |
| 5Y | +62.9% | +31.7% | +31.2% | +48.2% |
| All | +281.9% | +143.2% | +138.7% | +225.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 10y: compounded portfolio wealth divided by compounded WEC 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…
10y analysis · Full analysis span regression · 6 months rolling