+59.7%
WM vs EME
+358.3%
-298.5%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.2% | -4.3% | -2.1% |
| 7D | +1.2% | -10.5% | +11.7% | +1.3% |
| 30D | +13.1% | -22.4% | +35.5% | +13.6% |
| 3M | +3.6% | -24.7% | +28.3% | +4.1% |
| 6M | +8.1% | -35.5% | +43.5% | +9.8% |
| YTD | +8.9% | -0.3% | +9.2% | +6.8% |
| 1Y | +20.3% | -6.7% | +27.1% | +18.6% |
| 3Y | +46.2% | +190.6% | -144.5% | +17.5% |
| All | +59.7% | +358.3% | -298.5% | +10.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling