+336.4%
WM vs EL
+56.3%
+280.2%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.2% | -4.3% | -2.4% |
| 7D | +1.2% | +0.8% | +0.4% | +1.0% |
| 30D | +13.1% | +16.5% | -3.5% | +10.7% |
| 3M | +3.6% | +29.2% | -25.6% | -0.3% |
| 6M | +8.1% | +27.9% | -19.8% | +3.8% |
| YTD | +8.9% | +6.2% | +2.7% | +6.5% |
| 1Y | +20.3% | +27.2% | -6.8% | +14.1% |
| 3Y | +46.2% | +3.2% | +43.0% | +37.9% |
| 5Y | +59.9% | -66.0% | +125.9% | +94.6% |
| All | +336.4% | +56.3% | +280.2% | +281.0% |
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