+587.2%
EMR vs WU
-19.5%
+606.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.2% | -2.3% | -1.7% |
| 7D | +0.7% | +11.0% | -10.3% | -3.9% |
| 30D | +3.5% | +13.4% | -9.9% | -2.3% |
| 3M | +5.9% | +2.2% | +3.7% | +4.0% |
| 6M | +19.4% | -18.2% | +37.6% | +26.6% |
| YTD | +27.7% | -18.3% | +45.9% | +34.6% |
| 1Y | +30.9% | -12.2% | +43.1% | +33.5% |
| 3Y | +104.2% | -20.8% | +125.0% | +111.2% |
| 5Y | +89.6% | -42.6% | +132.2% | +120.0% |
| 10Y | +280.0% | -35.5% | +315.5% | +306.4% |
| All | +587.2% | -19.5% | +606.7% | +489.6% |
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