+25.7%
EMR vs WPM
+38.8%
-13.1%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +12.0% | -9.6% | -1.1% |
| 7D | +1.6% | +3.9% | -2.3% | +0.3% |
| 30D | +5.0% | -3.5% | +8.5% | +5.8% |
| 3M | +7.7% | +14.1% | -6.4% | +1.4% |
| 6M | +26.8% | +6.2% | +20.5% | +21.7% |
| YTD | +29.9% | +12.4% | +17.5% | +21.9% |
| 1Y | +25.7% | +40.0% | -14.3% | +11.3% |
| All | +25.7% | +38.8% | -13.1% | +11.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling