+363.1%
EXEL vs WSM
+1,058.9%
-695.7%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.7% | +0.1% | -1.2% |
| 7D | -2.9% | +0.4% | -3.3% | -3.0% |
| 30D | +11.9% | -10.7% | +22.6% | +14.4% |
| 3M | +9.2% | +8.5% | +0.7% | +7.3% |
| 6M | +39.1% | +19.6% | +19.5% | +33.6% |
| YTD | +31.0% | +26.6% | +4.4% | +24.2% |
| 1Y | +52.3% | +12.0% | +40.4% | +47.6% |
| 3Y | +159.7% | +226.6% | -66.9% | +87.5% |
| 5Y | +187.7% | +174.1% | +13.6% | +106.8% |
| All | +363.1% | +1,058.9% | -695.7% | +62.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling