+90.2%
EMR vs WWD
+187.3%
-97.0%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.3% |
| 7D | +2.8% | +4.0% | -1.1% | +1.1% |
| 30D | +3.7% | +0.4% | +3.3% | +3.2% |
| 3M | +2.0% | -7.9% | +9.9% | +5.4% |
| 6M | +22.1% | -10.6% | +32.7% | +27.2% |
| YTD | +27.2% | +9.4% | +17.8% | +21.1% |
| 1Y | +32.0% | +25.7% | +6.3% | +17.8% |
| 3Y | +103.3% | +148.5% | -45.3% | +32.3% |
| All | +90.2% | +187.3% | -97.0% | +12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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