+65.2%
EMR vs WTW
+41.9%
+23.3%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.8% | -1.5% |
| 7D | -1.2% | -7.8% | +6.6% | +1.2% |
| 30D | -9.4% | -7.9% | -1.6% | -7.2% |
| 3M | +8.6% | +19.9% | -11.4% | +2.0% |
| 6M | +6.7% | +9.8% | -3.1% | +2.7% |
| YTD | +13.1% | -3.3% | +16.4% | +13.9% |
| 1Y | +12.7% | -3.3% | +16.0% | +13.4% |
| 3Y | +58.1% | +61.5% | -3.5% | +23.2% |
| All | +65.2% | +41.9% | +23.3% | +31.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling