+271.2%
EMR vs WM
+306.5%
-35.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +3.0% | +2.4% |
| 7D | -1.5% | -0.3% | -1.2% | -1.4% |
| 30D | -5.6% | -2.4% | -3.2% | -4.5% |
| 3M | +7.9% | +0.4% | +7.5% | +6.6% |
| 6M | +6.0% | -9.5% | +15.5% | +10.7% |
| YTD | +16.4% | +0.5% | +15.9% | +13.9% |
| 1Y | +16.6% | -1.1% | +17.7% | +14.7% |
| 3Y | +62.9% | +46.0% | +16.8% | +18.6% |
| 5Y | +60.1% | +51.8% | +8.3% | +10.7% |
| All | +271.2% | +306.5% | -35.3% | +34.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 WM 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