+1,228.2%
WDC vs EMR
+274.4%
+953.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.3% | -3.1% | -3.4% |
| 7D | +4.4% | -1.2% | +5.6% | +5.5% |
| 30D | +5.3% | -9.4% | +14.7% | +13.9% |
| 3M | -5.9% | +8.6% | -14.5% | -11.4% |
| 6M | +73.2% | +6.7% | +66.5% | +66.0% |
| YTD | +167.8% | +13.1% | +154.8% | +143.2% |
| 1Y | +386.0% | +12.7% | +373.3% | +341.5% |
| 3Y | +1,309.7% | +58.1% | +1,251.6% | +870.4% |
| 5Y | +957.1% | +63.6% | +893.4% | +601.5% |
| All | +1,228.2% | +274.4% | +953.8% | +450.9% |
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