+263.6%
EMR vs WSM
+1,058.9%
-795.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.7% | +0.4% | -0.8% |
| 7D | -1.2% | +0.4% | -1.7% | -1.3% |
| 30D | -9.4% | -10.7% | +1.3% | -6.4% |
| 3M | +8.6% | +8.5% | +0.1% | +6.0% |
| 6M | +6.7% | +19.6% | -12.9% | +1.3% |
| YTD | +13.1% | +26.6% | -13.5% | +5.7% |
| 1Y | +12.7% | +12.0% | +0.8% | +8.7% |
| 3Y | +58.1% | +226.6% | -168.6% | +7.8% |
| 5Y | +63.6% | +174.1% | -110.5% | +12.0% |
| All | +263.6% | +1,058.9% | -795.2% | +33.8% |
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