+280.4%
EMR vs WPM
+749.7%
-469.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | +2.8% | -3.6% | +6.4% | +3.3% |
| 30D | +3.7% | +1.4% | +2.2% | +3.3% |
| 3M | +2.0% | -0.2% | +2.2% | +1.7% |
| 6M | +22.1% | -7.3% | +29.4% | +22.4% |
| YTD | +27.2% | +12.3% | +14.9% | +24.9% |
| 1Y | +32.0% | +24.9% | +7.1% | +28.3% |
| 3Y | +103.3% | +210.4% | -107.1% | +79.7% |
| 5Y | +88.2% | +210.4% | -122.1% | +64.2% |
| All | +280.4% | +749.7% | -469.3% | +225.0% |
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