+2,562.6%
EMR vs WWD
+15,065.0%
-12,502.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.7% |
| 7D | -2.0% | +3.7% | -5.7% | -3.2% |
| 30D | +2.8% | +1.8% | +1.0% | +2.0% |
| 3M | +2.0% | -5.0% | +6.9% | +3.5% |
| 6M | +20.7% | -8.4% | +29.1% | +23.7% |
| YTD | +27.3% | +12.3% | +15.0% | +21.4% |
| 1Y | +31.0% | +26.2% | +4.8% | +19.7% |
| 3Y | +103.6% | +154.6% | -51.0% | +44.6% |
| 5Y | +88.6% | +195.3% | -106.7% | +25.3% |
| 10Y | +280.6% | +466.3% | -185.6% | +99.2% |
| All | +2,562.6% | +15,065.0% | -12,502.3% | +708.5% |
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