+3,912.1%
EMR vs WM
+26,336.4%
-22,424.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +3.0% | +2.0% |
| 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% | +7.5% |
| 6M | +6.0% | -9.5% | +15.5% | +7.9% |
| YTD | +16.4% | +0.5% | +15.9% | +15.6% |
| 1Y | +16.6% | -1.1% | +17.7% | +16.1% |
| 3Y | +62.9% | +46.0% | +16.8% | +47.0% |
| 5Y | +60.1% | +51.8% | +8.3% | +42.9% |
| 10Y | +268.8% | +307.5% | -38.8% | +170.2% |
| All | +3,912.1% | +26,336.4% | -22,424.3% | +2,048.6% |
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 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