+11,931.6%
WDC vs EMR
+4,425.6%
+7,506.0%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -0.3% | +8.6% | +8.5% |
| 7D | -3.2% | -2.0% | -1.3% | -1.3% |
| 30D | -19.0% | +2.8% | -21.9% | -20.0% |
| 3M | -28.4% | +2.0% | -30.4% | -29.0% |
| 6M | -39.2% | +20.7% | -59.9% | -45.8% |
| YTD | +82.1% | +27.3% | +54.8% | +56.2% |
| 1Y | +84.7% | +31.0% | +53.7% | +55.7% |
| 3Y | +825.6% | +103.6% | +722.0% | +479.5% |
| 5Y | +608.2% | +88.6% | +519.6% | +364.4% |
| 10Y | +695.1% | +280.6% | +414.5% | +229.0% |
| All | +11,931.6% | +4,425.6% | +7,506.0% | +1,093.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling