+9.2%
WBD vs EMR
+268.7%
-259.5%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.8% | +19.1% | -5.3% | +2.8% |
| 7D | +13.8% | +19.1% | -5.3% | +2.8% |
| 30D | +13.8% | +19.1% | -5.3% | +2.8% |
| 3M | +13.8% | +19.1% | -5.3% | +2.8% |
| 6M | +13.3% | +24.2% | -10.9% | -0.8% |
| YTD | +7.4% | +23.7% | -16.3% | -7.4% |
| 1Y | +63.0% | +22.4% | +40.6% | +41.0% |
| 3Y | +206.7% | +82.9% | +123.9% | +108.3% |
| 5Y | +18.4% | +87.7% | -69.3% | -21.4% |
| All | +9.2% | +268.7% | -259.5% | -49.5% |
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