+526.8%
EMR vs WU
-19.6%
+546.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.7% | +2.1% |
| 7D | -1.5% | -0.8% | -0.7% | -1.2% |
| 30D | -5.6% | -1.1% | -4.5% | -5.3% |
| 3M | +7.9% | -3.9% | +11.8% | +7.6% |
| 6M | +6.0% | -20.7% | +26.7% | +14.3% |
| YTD | +16.4% | -18.4% | +34.8% | +23.7% |
| 1Y | +16.6% | -8.1% | +24.7% | +16.5% |
| 3Y | +62.9% | -24.2% | +87.0% | +72.3% |
| 5Y | +60.1% | -50.4% | +110.5% | +99.8% |
| 10Y | +268.7% | -40.0% | +308.8% | +310.2% |
| All | +526.8% | -19.6% | +546.4% | +441.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling