+328.7%
WM vs EL
+63.1%
+265.7%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.8% | -2.7% | -0.2% |
| 7D | -0.5% | +8.0% | -8.5% | -1.5% |
| 30D | +13.3% | +15.4% | -2.1% | +11.1% |
| 3M | +4.4% | +28.5% | -24.1% | +0.6% |
| 6M | +10.8% | +32.2% | -21.4% | +6.0% |
| YTD | +9.1% | +9.2% | -0.1% | +6.2% |
| 1Y | +19.1% | +30.8% | -11.7% | +12.6% |
| 3Y | +45.7% | +3.7% | +42.0% | +37.7% |
| 5Y | +60.4% | -64.8% | +125.2% | +94.2% |
| 10Y | +328.7% | +60.0% | +268.7% | +272.3% |
| All | +328.7% | +63.1% | +265.7% | +272.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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