+2,335.7%
EMR vs WWD
+15,408.5%
-13,072.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.7% | +1.4% |
| 7D | -1.5% | +1.3% | -2.8% | -1.9% |
| 30D | -5.6% | -7.2% | +1.5% | -3.3% |
| 3M | +7.9% | -3.8% | +11.8% | +9.0% |
| 6M | +6.0% | -9.9% | +15.9% | +9.5% |
| YTD | +16.4% | +14.8% | +1.6% | +10.5% |
| 1Y | +16.6% | +42.1% | -25.5% | +2.4% |
| 3Y | +62.9% | +170.8% | -107.9% | +13.5% |
| 5Y | +60.1% | +197.5% | -137.4% | +6.1% |
| 10Y | +268.7% | +477.8% | -209.1% | +92.0% |
| All | +2,335.7% | +15,408.5% | -13,072.8% | +635.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling