+43.8%
EXC vs WM
+59.1%
-15.3%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.1% | +0.1% | -1.0% |
| 7D | -1.2% | +1.2% | -2.4% | -1.7% |
| 30D | +10.0% | +13.1% | -3.1% | +4.1% |
| 3M | +1.6% | +3.6% | -2.0% | -0.1% |
| 6M | +3.3% | +8.1% | -4.8% | -0.5% |
| YTD | +7.6% | +8.9% | -1.3% | +2.8% |
| 1Y | +3.5% | +20.3% | -16.9% | -5.7% |
| 3Y | +27.7% | +46.2% | -18.5% | +3.2% |
| All | +43.8% | +59.1% | -15.3% | +9.9% |
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