+6,747.3%
EME vs WPM
+5,972.6%
+774.7%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.1% | +2.4% | +2.5% |
| 7D | +5.2% | +7.0% | -1.9% | +3.8% |
| 30D | -5.4% | +15.7% | -21.1% | -8.2% |
| 3M | -6.1% | +35.2% | -41.3% | -11.6% |
| 6M | +9.7% | +6.1% | +3.6% | +7.4% |
| YTD | +26.6% | +32.6% | -6.0% | +18.4% |
| 1Y | +24.6% | +46.9% | -22.3% | +13.8% |
| 3Y | +249.6% | +276.3% | -26.7% | +164.0% |
| 5Y | +556.6% | +260.0% | +296.6% | +390.9% |
| 10Y | +1,286.6% | +508.5% | +778.1% | +769.7% |
| All | +6,747.3% | +5,972.6% | +774.7% | +1,991.4% |
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