+4,162.2%
EMR vs WST
+14,518.0%
-10,355.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -0.4% |
| 3M | +3.8% | +14.7% | -10.9% | -0.1% |
| 6M | +10.5% | +28.0% | -17.5% | +2.8% |
| YTD | +23.7% | +45.6% | -21.9% | +10.4% |
| 1Y | +25.4% | +45.7% | -20.3% | +11.9% |
| 3Y | +86.6% | +21.1% | +65.5% | +62.9% |
| 5Y | +83.0% | +0.3% | +82.7% | +63.9% |
| 10Y | +319.5% | +449.0% | -129.5% | +112.2% |
| All | +4,162.2% | +14,518.0% | -10,355.8% | +847.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling