+311.3%
EMR vs WM
+339.4%
-28.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +1.9% | +0.9% |
| 7D | -1.6% | +1.2% | -2.8% | -2.3% |
| 30D | +2.0% | +13.1% | -11.1% | -5.1% |
| 3M | +3.8% | +3.6% | +0.2% | +1.2% |
| 6M | +10.5% | +8.1% | +2.4% | +4.1% |
| YTD | +23.7% | +8.9% | +14.8% | +15.1% |
| 1Y | +25.4% | +20.3% | +5.1% | +9.4% |
| 3Y | +86.6% | +46.2% | +40.4% | +37.3% |
| 5Y | +83.0% | +59.9% | +23.1% | +23.2% |
| All | +311.3% | +339.4% | -28.1% | +51.9% |
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