+4.2%
WBD vs EMR
+60.6%
-56.5%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.4% | 0.0% |
| 7D | -1.7% | +0.9% | -2.6% | -2.2% |
| 30D | +3.9% | -5.0% | +8.8% | +6.8% |
| 3M | +5.1% | +5.9% | -0.8% | +0.2% |
| 6M | +0.6% | +7.3% | -6.8% | -6.1% |
| YTD | -3.2% | +14.6% | -17.7% | -15.4% |
| 1Y | +127.7% | +15.6% | +112.0% | +97.1% |
| 3Y | +146.6% | +60.2% | +86.4% | +64.5% |
| 5Y | +4.2% | +65.8% | -61.7% | -35.1% |
| All | +4.2% | +60.6% | -56.5% | -35.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling