-40.1%
WDC vs EMR
+22.6%
-62.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.3% | -4.7% | -4.6% |
| 7D | +12.1% | +2.5% | +9.6% | +8.7% |
| 30D | -18.8% | +3.3% | -22.1% | -20.8% |
| 3M | -39.3% | +1.7% | -41.0% | -39.4% |
| 6M | -40.1% | +21.7% | -61.8% | -53.3% |
| All | -40.1% | +22.6% | -62.7% | -53.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling