+8.6%
EMB vs WPM
+225.5%
-216.9%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.2% |
| 7D | -0.4% | +3.1% | -3.5% | -0.7% |
| 30D | +1.5% | -1.8% | +3.4% | +1.6% |
| 3M | -1.6% | +1.0% | -2.6% | -2.0% |
| 6M | -1.5% | -5.4% | +4.0% | -1.5% |
| YTD | -0.1% | +15.9% | -15.9% | -2.9% |
| 1Y | +0.5% | +30.8% | -30.3% | -3.8% |
| 3Y | +30.2% | +222.6% | -192.4% | +7.8% |
| 5Y | +8.6% | +227.4% | -218.8% | -12.5% |
| All | +8.6% | +225.5% | -216.9% | -12.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling