+302.9%
WM vs EME
+1,278.1%
-975.1%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.5% | -3.1% | -0.9% |
| 7D | -0.9% | +5.2% | -6.1% | -1.7% |
| 30D | -4.3% | -5.4% | +1.0% | -3.6% |
| 3M | +0.8% | -6.1% | +6.9% | +1.0% |
| 6M | -10.8% | +9.7% | -20.4% | -13.5% |
| YTD | -0.1% | +26.6% | -26.6% | -6.1% |
| 1Y | +1.0% | +24.6% | -23.6% | -6.0% |
| 3Y | +45.1% | +249.6% | -204.5% | +0.7% |
| 5Y | +52.1% | +556.6% | -504.4% | -13.7% |
| 10Y | +302.9% | +1,286.6% | -983.7% | +79.3% |
| All | +302.9% | +1,278.1% | -975.1% | +79.3% |
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