+339.6%
EEM vs WPM
+5,967.5%
-5,627.9%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.1% | +2.9% | +2.1% |
| 7D | +2.3% | +1.1% | +1.2% | +2.0% |
| 30D | +4.5% | +26.4% | -21.8% | -1.4% |
| 3M | -0.1% | +20.8% | -20.9% | -5.0% |
| 6M | +16.9% | +1.1% | +15.8% | +15.5% |
| YTD | +26.2% | +32.5% | -6.2% | +16.3% |
| 1Y | +40.5% | +51.5% | -11.0% | +24.8% |
| 3Y | +86.2% | +267.0% | -180.8% | +31.8% |
| 5Y | +45.5% | +250.1% | -204.7% | +2.2% |
| 10Y | +128.6% | +540.4% | -411.7% | +28.4% |
| All | +339.6% | +5,967.5% | -5,627.9% | +7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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