+847.1%
EMR vs WPM
+5,046.3%
-4,199.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | +2.8% | -3.6% | +6.4% | +3.4% |
| 30D | +3.7% | +1.4% | +2.2% | +3.3% |
| 3M | +2.0% | -0.2% | +2.2% | +1.6% |
| 6M | +22.1% | -7.3% | +29.4% | +22.7% |
| YTD | +27.2% | +12.3% | +14.9% | +23.7% |
| 1Y | +32.0% | +24.9% | +7.1% | +26.2% |
| 3Y | +103.3% | +210.4% | -107.1% | +66.7% |
| 5Y | +88.2% | +210.4% | -122.1% | +52.3% |
| 10Y | +280.4% | +731.7% | -451.2% | +150.3% |
| All | +847.1% | +5,046.3% | -4,199.2% | +334.4% |
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