+63.3%
WM vs EL
-65.9%
+129.2%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.9% | +5.1% | +1.4% |
| 7D | +4.5% | -1.1% | +5.6% | +4.5% |
| 30D | +16.1% | +15.3% | +0.8% | +15.1% |
| 3M | +8.0% | +24.2% | -16.2% | +6.5% |
| 6M | +8.4% | +30.9% | -22.5% | +6.4% |
| YTD | +11.2% | +3.9% | +7.3% | +10.4% |
| 1Y | +22.3% | +19.9% | +2.5% | +20.0% |
| 3Y | +50.2% | +2.5% | +47.7% | +45.9% |
| 5Y | +63.3% | -66.7% | +130.0% | +92.9% |
| All | +63.3% | -65.9% | +129.2% | +92.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling