+269.4%
EMR vs WST
+324.6%
-55.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +1.9% |
| 7D | -1.5% | +0.7% | -2.3% | -1.7% |
| 30D | -5.6% | -3.1% | -2.5% | -5.0% |
| 3M | +7.9% | +7.2% | +0.7% | +6.0% |
| 6M | +6.0% | +36.8% | -30.8% | -1.7% |
| YTD | +16.4% | +23.8% | -7.4% | +10.1% |
| 1Y | +16.6% | +37.8% | -21.1% | +7.5% |
| 3Y | +62.9% | -15.9% | +78.8% | +60.0% |
| 5Y | +60.1% | -25.8% | +85.9% | +58.7% |
| All | +269.4% | +324.6% | -55.2% | +109.1% |
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