+90.2%
EMR vs WM
+61.9%
+28.4%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | +0.1% |
| 7D | +2.8% | +3.2% | -0.4% | +2.1% |
| 30D | +3.7% | +13.0% | -9.4% | +0.6% |
| 3M | +2.0% | +9.2% | -7.2% | -0.2% |
| 6M | +22.1% | +13.6% | +8.5% | +17.4% |
| YTD | +27.2% | +12.4% | +14.8% | +22.2% |
| 1Y | +32.0% | +21.2% | +10.8% | +23.5% |
| 3Y | +103.3% | +48.7% | +54.6% | +70.6% |
| All | +90.2% | +61.9% | +28.4% | +55.6% |
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