+595.8%
WDC vs EMR
+89.8%
+506.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | +0.8% |
| 7D | -16.7% | +0.7% | -17.4% | -16.7% |
| 30D | -27.2% | +3.5% | -30.7% | -28.6% |
| 3M | -34.0% | +5.9% | -39.9% | -36.8% |
| 6M | -39.7% | +19.4% | -59.2% | -47.2% |
| YTD | +68.1% | +27.7% | +40.4% | +38.1% |
| 1Y | +66.3% | +30.9% | +35.4% | +34.2% |
| 3Y | +754.4% | +104.2% | +650.2% | +382.5% |
| 5Y | +595.8% | +89.6% | +506.2% | +304.2% |
| All | +595.8% | +89.8% | +506.0% | +304.2% |
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