+1,344.7%
EME vs WPM
+558.4%
+786.3%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.1% | +2.2% | +4.1% |
| 7D | +3.5% | -0.6% | +4.1% | +3.6% |
| 30D | -6.3% | +14.4% | -20.7% | -7.6% |
| 3M | -3.8% | +37.0% | -40.7% | -6.8% |
| 6M | +8.5% | +4.1% | +4.4% | +7.2% |
| YTD | +27.8% | +31.7% | -3.9% | +23.9% |
| 1Y | +22.2% | +44.2% | -22.0% | +17.7% |
| 3Y | +253.5% | +265.5% | -12.0% | +219.7% |
| 5Y | +578.6% | +262.5% | +316.1% | +508.7% |
| All | +1,344.7% | +558.4% | +786.3% | +1,283.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling