+104.0%
EMR vs WPM
+226.9%
-122.9%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.1% | +3.9% | -0.1% |
| 7D | +0.7% | +16.4% | -15.7% | -2.5% |
| 30D | +3.5% | -1.5% | +5.0% | +3.6% |
| 3M | +5.9% | +2.6% | +3.4% | +4.7% |
| 6M | +19.4% | -1.3% | +20.8% | +18.2% |
| YTD | +27.7% | +16.8% | +10.9% | +23.6% |
| 1Y | +30.9% | +34.1% | -3.2% | +25.0% |
| All | +104.0% | +226.9% | -122.9% | +68.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling