+766.8%
EMR vs WPM
+5,967.5%
-5,200.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.1% | +2.8% | +1.9% |
| 7D | -1.5% | +1.1% | -2.6% | -1.7% |
| 30D | -5.6% | +26.4% | -32.0% | -9.2% |
| 3M | +7.9% | +20.8% | -12.9% | +4.3% |
| 6M | +6.0% | +1.1% | +4.9% | +5.2% |
| YTD | +16.4% | +32.5% | -16.0% | +10.6% |
| 1Y | +16.6% | +51.5% | -34.9% | +8.2% |
| 3Y | +62.9% | +267.0% | -204.2% | +30.3% |
| 5Y | +60.1% | +250.1% | -190.0% | +27.3% |
| 10Y | +268.7% | +540.4% | -271.6% | +152.8% |
| All | +766.8% | +5,967.5% | -5,200.7% | +288.4% |
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