+12.7%
EMR vs WEC
+0.7%
+12.1%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.6% | -1.3% |
| 7D | -1.2% | -1.3% | 0.0% | -1.1% |
| 30D | -9.4% | -0.4% | -9.0% | -9.4% |
| 3M | +8.6% | -6.8% | +15.4% | +9.0% |
| 6M | +6.7% | -6.4% | +13.1% | +7.4% |
| YTD | +13.1% | +2.5% | +10.6% | +13.6% |
| 1Y | +12.7% | -0.4% | +13.1% | +10.3% |
| All | +12.7% | +0.7% | +12.1% | +10.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling