+272.7%
WBD vs EMR
+145.5%
+127.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.8% |
| 7D | +3.1% | +13.4% | -10.3% | -4.2% |
| 30D | +1.0% | +11.6% | -10.6% | -5.3% |
| 3M | +1.3% | +3.7% | -2.4% | -1.0% |
| 6M | -8.7% | +6.9% | -15.7% | -12.6% |
| YTD | -0.9% | +20.5% | -21.4% | -11.3% |
| 1Y | -13.6% | +20.1% | -33.7% | -22.5% |
| 3Y | -38.8% | -7.8% | -31.1% | -36.9% |
| 5Y | +19.3% | +26.7% | -7.5% | +1.2% |
| 10Y | +279.4% | +72.2% | +207.1% | +156.2% |
| All | +272.7% | +145.5% | +127.2% | +137.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling