+84.7%
WDC vs EMR
+30.3%
+54.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -0.3% | +8.6% | +8.6% |
| 7D | -3.2% | -2.0% | -1.3% | -0.5% |
| 30D | -19.0% | +2.8% | -21.9% | -20.3% |
| 3M | -28.4% | +2.0% | -30.4% | -29.1% |
| 6M | -39.2% | +20.7% | -59.9% | -48.2% |
| YTD | +82.1% | +27.3% | +54.8% | +35.4% |
| 1Y | +84.7% | +31.0% | +53.7% | +33.5% |
| All | +84.7% | +30.3% | +54.4% | +33.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling