+11.4%
WBD vs EMR
+284.0%
-272.6%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.6% | -3.1% | -2.0% |
| 7D | -0.7% | -0.4% | -0.3% | -0.6% |
| 30D | +1.4% | -6.8% | +8.2% | +5.2% |
| 3M | +4.4% | +7.5% | -3.1% | -0.8% |
| 6M | +0.8% | +9.9% | -9.0% | -6.5% |
| YTD | -2.7% | +16.0% | -18.7% | -13.8% |
| 1Y | +73.4% | +12.4% | +61.0% | +55.9% |
| 3Y | +142.1% | +60.2% | +81.9% | +75.7% |
| 5Y | +7.2% | +67.9% | -60.6% | -24.8% |
| All | +11.4% | +284.0% | -272.6% | -48.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 10y: compounded portfolio wealth divided by compounded EMR 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…
10y analysis · Full analysis span regression · 6 months rolling