+280.3%
EMR vs WST
+449.7%
-169.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | 0.0% |
| 7D | +2.7% | +4.9% | -2.2% | +1.6% |
| 30D | +2.1% | +10.7% | -8.6% | -0.2% |
| 3M | +2.3% | +16.8% | -14.6% | -1.3% |
| 6M | +22.5% | +32.0% | -9.5% | +14.8% |
| YTD | +27.2% | +49.9% | -22.7% | +15.2% |
| 1Y | +28.0% | +50.6% | -22.6% | +15.8% |
| 3Y | +103.4% | +21.4% | +82.0% | +82.4% |
| 5Y | +88.2% | -0.6% | +88.7% | +73.6% |
| All | +280.3% | +449.7% | -169.5% | +112.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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