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  • EXC vs WM✓SelectedUSD · WMEXC vs WM performance historyLatest closeAs of+0.63%11/05
Stock and ETF performance explorer

EXC vs WM

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+2,502.2%
WM return
+29,154.7%
Excess return
-26,652.6%
Maximum drawdown
-62.3%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioWMExcessAlpha
1D+0.6%+1.2%-0.5%+0.4%
7D+1.4%+4.5%-3.1%+0.6%
30D+11.6%+16.1%-4.4%+8.7%
3M+2.7%+8.0%-5.4%+1.2%
6M+2.7%+8.4%-5.7%+1.1%
YTD+9.7%+11.2%-1.5%+7.5%
1Y+4.5%+22.3%-17.8%+0.7%
3Y+28.5%+50.2%-21.8%+19.1%
5Y+43.9%+63.3%-19.3%+31.5%
10Y+183.7%+355.0%-171.3%+125.4%
All+2,502.2%+29,154.7%-26,652.6%+1,386.0%

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 all: 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…

all analysis · Full analysis span regression · 6 months rolling