+4,169.1%
EMR vs WM
+29,154.7%
-24,985.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.2% | -5.8% | -4.9% |
| 7D | -4.8% | +4.5% | -9.3% | -5.7% |
| 30D | +0.7% | +16.1% | -15.3% | -2.8% |
| 3M | +0.4% | +8.0% | -7.6% | -1.6% |
| 6M | +18.4% | +8.4% | +10.0% | +15.5% |
| YTD | +23.9% | +11.2% | +12.7% | +19.9% |
| 1Y | +24.7% | +22.3% | +2.4% | +18.0% |
| 3Y | +86.4% | +50.2% | +36.1% | +67.0% |
| 5Y | +83.3% | +63.3% | +20.0% | +60.6% |
| 10Y | +320.2% | +355.0% | -34.9% | +199.7% |
| All | +4,169.1% | +29,154.7% | -24,985.6% | +2,128.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling