+980.3%
WDC vs EMR
+62.6%
+917.7%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.4% | +2.6% | +2.5% |
| 7D | +6.0% | +3.1% | +2.9% | +3.4% |
| 30D | +9.9% | -3.5% | +13.5% | +13.0% |
| 3M | -9.4% | +9.8% | -19.2% | -15.6% |
| 6M | +94.7% | +10.8% | +83.9% | +80.6% |
| YTD | +177.4% | +15.9% | +161.4% | +145.4% |
| 1Y | +412.6% | +16.4% | +396.2% | +351.3% |
| 3Y | +1,359.8% | +62.1% | +1,297.7% | +887.3% |
| All | +980.3% | +62.6% | +917.7% | +584.9% |
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 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