+32.0%
EMR vs WST
+53.0%
-21.1%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | 0.0% |
| 7D | +2.7% | +4.9% | -2.2% | +1.3% |
| 30D | +2.1% | +10.7% | -8.6% | -0.4% |
| 3M | +2.3% | +16.8% | -14.6% | -1.7% |
| 6M | +22.5% | +32.0% | -9.5% | +13.1% |
| YTD | +27.2% | +49.9% | -22.7% | +10.5% |
| All | +32.0% | +53.0% | -21.1% | +12.8% |
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