+197.7%
EXC vs WM
+329.9%
-132.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.5% |
| 7D | +0.1% | +1.2% | -1.1% | -0.6% |
| 30D | +9.0% | +13.7% | -4.6% | +0.4% |
| 3M | +3.3% | +5.2% | -1.9% | -0.3% |
| 6M | +5.7% | +11.2% | -5.5% | -1.7% |
| YTD | +7.3% | +9.4% | -2.1% | +0.1% |
| 1Y | +2.9% | +20.4% | -17.5% | -10.0% |
| 3Y | +29.3% | +44.7% | -15.4% | -3.4% |
| 5Y | +40.1% | +58.5% | -18.4% | -3.8% |
| 10Y | +197.7% | +326.4% | -128.7% | +12.1% |
| All | +197.7% | +329.9% | -132.2% | +12.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling