+43.9%
EXC vs WM
+62.1%
-18.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.5% | +0.1% |
| 7D | +1.4% | +4.5% | -3.1% | -0.6% |
| 30D | +11.6% | +16.1% | -4.4% | +4.4% |
| 3M | +2.7% | +8.0% | -5.4% | -1.0% |
| 6M | +2.7% | +8.4% | -5.7% | -1.2% |
| YTD | +9.7% | +11.2% | -1.5% | +3.9% |
| 1Y | +4.5% | +22.3% | -17.8% | -5.4% |
| 3Y | +28.5% | +50.2% | -21.8% | +2.5% |
| 5Y | +43.9% | +63.3% | -19.3% | +8.8% |
| All | +43.9% | +62.1% | -18.1% | +8.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling