+92.0%
EXEL vs WSM
+44.0%
+48.0%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +6.5% | -5.8% | -0.8% |
| 7D | +9.8% | +8.0% | +1.8% | +7.7% |
| 30D | +23.6% | +13.5% | +10.1% | +19.9% |
| 3M | +29.9% | +8.8% | +21.1% | +27.5% |
| 6M | +64.7% | +54.7% | +10.0% | +48.5% |
| YTD | +66.0% | +53.3% | +12.7% | +50.4% |
| 1Y | +92.0% | +41.1% | +50.8% | +81.1% |
| All | +92.0% | +44.0% | +48.0% | +81.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 1y: compounded portfolio wealth divided by compounded WSM 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…
1y analysis · Full analysis span regression · 6 months rolling