+62.1%
EMR vs WPM
+279.1%
-217.0%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.5% |
| 7D | +3.1% | +7.0% | -4.0% | +1.6% |
| 30D | -3.5% | +15.7% | -19.3% | -6.7% |
| 3M | +9.8% | +35.2% | -25.4% | +2.4% |
| 6M | +10.8% | +6.1% | +4.7% | +7.7% |
| YTD | +15.9% | +32.6% | -16.6% | +9.5% |
| 1Y | +16.4% | +46.9% | -30.5% | +8.5% |
| 3Y | +62.1% | +276.3% | -214.2% | +25.1% |
| All | +62.1% | +279.1% | -217.0% | +25.1% |
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