+280.4%
EMR vs WSM
+1,131.4%
-851.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.4% | -0.4% |
| 7D | +2.8% | 0.0% | +2.9% | +2.8% |
| 30D | +3.7% | +5.1% | -1.4% | +2.1% |
| 3M | +2.0% | +5.1% | -3.1% | +0.4% |
| 6M | +22.1% | +48.6% | -26.5% | +8.7% |
| YTD | +27.2% | +44.2% | -16.9% | +14.4% |
| 1Y | +32.0% | +38.1% | -6.1% | +20.0% |
| 3Y | +103.3% | +257.2% | -154.0% | +35.5% |
| 5Y | +88.2% | +165.1% | -76.9% | +31.0% |
| All | +280.4% | +1,131.4% | -851.0% | +42.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 10y: compounded portfolio wealth divided by compounded WSM 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…
10y analysis · Full analysis span regression · 6 months rolling