+273.0%
EMR vs WTW
+198.0%
+75.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.1% | +2.5% | +2.5% |
| 7D | -0.4% | -5.7% | +5.3% | +2.2% |
| 30D | -6.8% | -7.3% | +0.5% | -3.8% |
| 3M | +7.5% | +21.5% | -14.0% | -2.3% |
| 6M | +9.9% | +9.6% | +0.2% | +3.5% |
| YTD | +16.0% | -3.3% | +19.3% | +15.4% |
| 1Y | +12.4% | -6.1% | +18.6% | +13.3% |
| 3Y | +60.2% | +61.8% | -1.6% | +18.7% |
| 5Y | +67.9% | +42.7% | +25.2% | +31.0% |
| All | +273.0% | +198.0% | +75.0% | +98.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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