+16.4%
EMR vs WST
+35.8%
-19.3%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.2% | -0.3% |
| 7D | +3.1% | -0.3% | +3.3% | +3.1% |
| 30D | -3.5% | -4.6% | +1.1% | -2.4% |
| 3M | +9.8% | +5.7% | +4.1% | +7.5% |
| 6M | +10.8% | +37.6% | -26.8% | -0.7% |
| YTD | +15.9% | +23.0% | -7.1% | +6.7% |
| 1Y | +16.4% | +33.8% | -17.4% | +3.7% |
| All | +16.4% | +35.8% | -19.3% | +3.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling