+2,340.5%
EXC vs WM
+26,336.4%
-23,995.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.2% | -0.8% |
| 7D | +0.3% | -0.3% | +0.6% | +0.3% |
| 30D | -3.7% | -2.4% | -1.4% | -3.3% |
| 3M | -1.3% | +0.4% | -1.7% | -1.4% |
| 6M | -9.7% | -9.5% | -0.2% | -8.2% |
| YTD | +2.9% | +0.5% | +2.4% | +2.7% |
| 1Y | +4.4% | -1.1% | +5.5% | +4.4% |
| 3Y | +22.2% | +46.0% | -23.8% | +14.0% |
| 5Y | +46.7% | +51.8% | -5.1% | +35.9% |
| 10Y | +155.3% | +307.5% | -152.2% | +106.9% |
| All | +2,340.5% | +26,336.4% | -23,995.8% | +1,319.7% |
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