+263.6%
EMR vs WU
-39.5%
+303.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -1.0% |
| 7D | -1.2% | -5.0% | +3.7% | +0.7% |
| 30D | -9.4% | -2.3% | -7.2% | -8.8% |
| 3M | +8.6% | -3.2% | +11.8% | +7.8% |
| 6M | +6.7% | -25.0% | +31.7% | +17.1% |
| YTD | +13.1% | -21.7% | +34.7% | +21.5% |
| 1Y | +12.7% | -9.0% | +21.7% | +12.8% |
| 3Y | +58.1% | -28.9% | +86.9% | +71.1% |
| 5Y | +63.6% | -51.0% | +114.7% | +106.3% |
| All | +263.6% | -39.5% | +303.1% | +316.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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