+3,851.3%
WM vs EME
+49,337.3%
-45,486.0%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.2% | -4.3% | -2.5% |
| 7D | +1.2% | -10.5% | +11.7% | +3.1% |
| 30D | +13.1% | -22.4% | +35.5% | +18.3% |
| 3M | +3.6% | -24.7% | +28.3% | +8.7% |
| 6M | +8.1% | -35.5% | +43.5% | +15.7% |
| YTD | +8.9% | -0.3% | +9.2% | +5.8% |
| 1Y | +20.3% | -6.7% | +27.1% | +18.3% |
| 3Y | +46.2% | +190.6% | -144.5% | +8.1% |
| 5Y | +59.9% | +367.3% | -307.4% | +4.8% |
| 10Y | +345.6% | +954.5% | -608.9% | +135.1% |
| All | +3,851.3% | +49,337.3% | -45,486.0% | +1,026.1% |
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 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