+642.9%
WDC vs EMR
+279.2%
+363.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | 0.0% | -5.0% | -5.0% |
| 7D | +12.1% | +2.8% | +9.2% | +9.7% |
| 30D | -18.8% | +3.7% | -22.5% | -20.5% |
| 3M | -39.3% | +2.0% | -41.3% | -40.0% |
| 6M | -40.1% | +22.1% | -62.2% | -48.3% |
| YTD | +71.8% | +27.2% | +44.6% | +42.5% |
| 1Y | +88.5% | +32.0% | +56.4% | +52.1% |
| 3Y | +770.0% | +103.3% | +666.7% | +393.4% |
| 5Y | +549.0% | +88.2% | +460.8% | +286.1% |
| All | +642.9% | +279.2% | +363.6% | +175.8% |
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