+330.3%
WM vs EL
+62.2%
+268.1%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.3% |
| 7D | +3.2% | +1.5% | +1.7% | +3.0% |
| 30D | +13.0% | +10.0% | +3.0% | +11.5% |
| 3M | +9.2% | +28.4% | -19.2% | +5.2% |
| 6M | +13.6% | +37.1% | -23.4% | +8.1% |
| YTD | +12.4% | +7.8% | +4.6% | +9.6% |
| 1Y | +21.2% | +26.0% | -4.8% | +15.2% |
| 3Y | +48.7% | +3.8% | +44.9% | +40.3% |
| 5Y | +61.9% | -65.2% | +127.1% | +96.3% |
| All | +330.3% | +62.2% | +268.1% | +270.1% |
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