+125.6%
EMB vs WPM
+1,033.1%
-907.5%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | 0.0% | -0.2% |
| 7D | -0.9% | -3.6% | +2.7% | -0.7% |
| 30D | +0.4% | +1.4% | -1.1% | +0.2% |
| 3M | -3.1% | -0.2% | -2.9% | -3.3% |
| 6M | -2.1% | -7.3% | +5.3% | -2.0% |
| YTD | -1.1% | +12.3% | -13.4% | -2.4% |
| 1Y | -0.1% | +24.9% | -25.0% | -2.0% |
| 3Y | +29.6% | +210.4% | -180.8% | +20.0% |
| 5Y | +7.2% | +210.4% | -203.2% | -1.3% |
| 10Y | +35.5% | +731.7% | -696.2% | +17.7% |
| All | +125.6% | +1,033.1% | -907.5% | +77.4% |
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