+280.4%
EMR vs WM
+330.8%
-50.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | +0.1% |
| 7D | +2.8% | +3.2% | -0.4% | +1.1% |
| 30D | +3.7% | +13.0% | -9.4% | -3.4% |
| 3M | +2.0% | +9.2% | -7.2% | -3.3% |
| 6M | +22.1% | +13.6% | +8.5% | +11.9% |
| YTD | +27.2% | +12.4% | +14.8% | +16.4% |
| 1Y | +32.0% | +21.2% | +10.8% | +15.1% |
| 3Y | +103.3% | +48.7% | +54.6% | +48.8% |
| 5Y | +88.2% | +61.9% | +26.3% | +26.7% |
| All | +280.4% | +330.8% | -50.4% | +47.0% |
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