+62.7%
EMR vs WM
+52.1%
+10.6%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +3.0% | +2.1% |
| 7D | -1.5% | -0.3% | -1.2% | -1.5% |
| 30D | -5.6% | -2.4% | -3.2% | -5.1% |
| 3M | +7.9% | +0.4% | +7.5% | +7.2% |
| 6M | +6.0% | -9.5% | +15.5% | +8.8% |
| YTD | +16.4% | +0.5% | +15.9% | +15.0% |
| 1Y | +16.6% | -1.1% | +17.7% | +15.8% |
| 3Y | +62.9% | +46.0% | +16.8% | +33.7% |
| All | +62.7% | +52.1% | +10.6% | +26.8% |
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