+3,912.1%
EMR vs WY
+688.1%
+3,223.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +1.4% |
| 7D | -1.5% | -1.7% | +0.2% | -0.8% |
| 30D | -5.6% | -10.1% | +4.5% | -1.5% |
| 3M | +7.9% | -5.1% | +13.1% | +9.8% |
| 6M | +6.0% | -4.8% | +10.8% | +7.7% |
| YTD | +16.4% | -0.2% | +16.7% | +15.7% |
| 1Y | +16.6% | -6.6% | +23.2% | +18.7% |
| 3Y | +62.9% | -22.7% | +85.6% | +77.3% |
| 5Y | +60.1% | -22.2% | +82.3% | +71.4% |
| 10Y | +268.7% | +7.3% | +261.5% | +227.0% |
| All | +3,912.1% | +688.1% | +3,223.9% | +1,616.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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