+330.8%
WM vs EME
+910.4%
-579.5%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.6% | +2.2% | +1.7% |
| 7D | +1.2% | +11.3% | -10.2% | -0.4% |
| 30D | +15.2% | -14.6% | +29.8% | +17.5% |
| 3M | +8.3% | -20.4% | +28.8% | +11.5% |
| 6M | +13.1% | -28.3% | +41.4% | +17.9% |
| YTD | +12.5% | +8.6% | +4.0% | +7.6% |
| 1Y | +21.8% | +3.2% | +18.5% | +17.4% |
| 3Y | +48.8% | +216.8% | -168.0% | +3.6% |
| 5Y | +62.1% | +417.5% | -355.4% | -4.1% |
| All | +330.8% | +910.4% | -579.5% | +101.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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