+3,912.1%
EMR vs WSM
+34,755.7%
-30,843.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.1% | -0.4% | +1.3% |
| 7D | -1.5% | -3.3% | +1.7% | -0.9% |
| 30D | -5.6% | -8.4% | +2.8% | -4.0% |
| 3M | +7.9% | +9.7% | -1.7% | +6.0% |
| 6M | +6.0% | +16.7% | -10.7% | +3.0% |
| YTD | +16.4% | +28.7% | -12.2% | +11.0% |
| 1Y | +16.6% | +13.7% | +3.0% | +13.6% |
| 3Y | +62.9% | +230.1% | -167.2% | +26.7% |
| 5Y | +60.1% | +179.0% | -118.9% | +24.9% |
| 10Y | +268.8% | +1,002.5% | -733.8% | +113.7% |
| All | +3,912.1% | +34,755.7% | -30,843.6% | +1,118.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling