+550.5%
EME vs WPM
+252.7%
+297.9%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.7% | +2.9% | -0.2% |
| 7D | +0.9% | -3.6% | +4.6% | +1.6% |
| 30D | -8.4% | +12.5% | -20.9% | -10.6% |
| 3M | -3.6% | +40.6% | -44.2% | -9.8% |
| 6M | +3.6% | +0.5% | +3.0% | +1.8% |
| YTD | +22.5% | +29.0% | -6.5% | +15.3% |
| 1Y | +18.2% | +43.8% | -25.6% | +9.1% |
| 3Y | +238.4% | +266.3% | -27.9% | +164.0% |
| 5Y | +550.5% | +255.1% | +295.4% | +377.7% |
| All | +550.5% | +252.7% | +297.9% | +377.7% |
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