+88.6%
EMR vs WM
+60.7%
+27.9%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | -0.6% |
| 7D | -2.0% | +0.8% | -2.7% | -2.2% |
| 30D | +2.8% | +13.8% | -11.0% | -0.5% |
| 3M | +2.0% | +6.4% | -4.4% | +0.3% |
| 6M | +20.7% | +13.2% | +7.5% | +16.1% |
| YTD | +27.3% | +10.8% | +16.5% | +22.7% |
| 1Y | +31.0% | +20.2% | +10.8% | +22.7% |
| 3Y | +103.6% | +46.5% | +57.1% | +71.5% |
| 5Y | +88.6% | +61.3% | +27.3% | +52.9% |
| All | +88.6% | +60.7% | +27.9% | +52.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling