+3.4%
EXC vs WM
+21.9%
-18.5%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.6% | 0.0% | +1.1% |
| 7D | +3.3% | +5.9% | -2.6% | +1.3% |
| 30D | +13.3% | +15.4% | -2.1% | +8.1% |
| 3M | +1.8% | +6.3% | -4.5% | -0.3% |
| 6M | +1.1% | +5.6% | -4.5% | -0.9% |
| YTD | +9.0% | +9.9% | -0.9% | +5.7% |
| 1Y | +3.4% | +20.8% | -17.5% | -0.1% |
| All | +3.4% | +21.9% | -18.5% | -0.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 1y: compounded portfolio wealth divided by compounded WM 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…
1y analysis · Full analysis span regression · 6 months rolling