+2,027.6%
WM vs EL
+1,750.9%
+276.7%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.9% | +5.1% | +1.9% |
| 7D | +4.5% | -1.1% | +5.6% | +4.6% |
| 30D | +16.1% | +15.3% | +0.8% | +12.9% |
| 3M | +8.0% | +24.2% | -16.2% | +3.2% |
| 6M | +8.4% | +30.9% | -22.5% | +2.0% |
| YTD | +11.2% | +3.9% | +7.3% | +8.0% |
| 1Y | +22.3% | +19.9% | +2.5% | +15.2% |
| 3Y | +50.2% | +2.5% | +47.7% | +39.0% |
| 5Y | +63.3% | -66.7% | +130.0% | +88.7% |
| 10Y | +355.0% | +54.9% | +300.2% | +260.5% |
| All | +2,027.6% | +1,750.9% | +276.7% | +831.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling