+26.9%
EMR vs WST
+47.8%
-21.0%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.9% | -2.0% | -0.7% |
| 7D | -1.6% | -3.1% | +1.5% | -0.7% |
| 30D | +2.0% | +9.1% | -7.1% | -0.1% |
| 3M | +3.8% | +14.7% | -10.9% | +0.3% |
| 6M | +10.5% | +28.0% | -17.5% | +2.7% |
| YTD | +23.7% | +45.6% | -21.9% | +8.4% |
| All | +26.9% | +47.8% | -21.0% | +11.0% |
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