+198.5%
EXEL vs WSM
+182.5%
+16.0%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.3% | +1.2% |
| 7D | -0.3% | +2.6% | -3.0% | -0.7% |
| 30D | +10.1% | -9.3% | +19.4% | +11.5% |
| 3M | +10.1% | +7.1% | +3.0% | +9.0% |
| 6M | +37.7% | +21.7% | +16.0% | +34.0% |
| YTD | +33.1% | +28.7% | +4.3% | +28.5% |
| 1Y | +52.4% | +13.9% | +38.5% | +49.1% |
| 3Y | +163.8% | +232.2% | -68.3% | +114.9% |
| 5Y | +198.5% | +176.4% | +22.1% | +129.9% |
| All | +198.5% | +182.5% | +16.0% | +129.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling