+3,546.4%
WM vs EME
+61,143.5%
-57,597.1%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -3.0% | -1.6% |
| 7D | -0.3% | +1.9% | -2.2% | -0.7% |
| 30D | -2.4% | -8.3% | +5.9% | -0.8% |
| 3M | +0.4% | -10.7% | +11.2% | +1.5% |
| 6M | -9.5% | +1.9% | -11.4% | -11.4% |
| YTD | +0.5% | +23.5% | -23.0% | -5.7% |
| 1Y | -1.1% | +18.0% | -19.1% | -7.3% |
| 3Y | +46.0% | +236.1% | -190.1% | +5.6% |
| 5Y | +51.8% | +527.9% | -476.1% | -5.9% |
| 10Y | +307.5% | +1,252.8% | -945.3% | +105.8% |
| All | +3,546.4% | +61,143.5% | -57,597.1% | +903.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling