+62.1%
EMR vs WEC
+42.2%
+19.9%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.5% |
| 7D | +3.1% | +0.8% | +2.3% | +3.0% |
| 30D | -3.5% | +0.3% | -3.9% | -3.6% |
| 3M | +9.8% | -2.9% | +12.7% | +10.0% |
| 6M | +10.8% | -5.9% | +16.7% | +11.4% |
| YTD | +15.9% | +4.1% | +11.8% | +15.3% |
| 1Y | +16.4% | +3.1% | +13.3% | +15.8% |
| 3Y | +62.1% | +40.8% | +21.3% | +53.1% |
| All | +62.1% | +42.2% | +19.9% | +53.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling