+28.0%
EMR vs WM
+21.7%
+6.3%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.7% | +0.2% |
| 7D | +2.7% | +1.2% | +1.5% | +2.9% |
| 30D | +2.1% | +15.2% | -13.1% | +4.8% |
| 3M | +2.3% | +8.3% | -6.1% | +3.9% |
| 6M | +22.5% | +13.1% | +9.4% | +25.3% |
| YTD | +27.2% | +12.5% | +14.7% | +28.1% |
| 1Y | +28.0% | +21.8% | +6.2% | +27.1% |
| All | +28.0% | +21.7% | +6.3% | +27.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling