+1,822.6%
WM vs EL
+1,685.7%
+136.9%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.0% | -4.2% | -1.8% |
| 7D | -0.3% | +0.8% | -1.1% | -0.5% |
| 30D | -2.4% | +19.8% | -22.2% | -5.9% |
| 3M | +0.4% | +25.7% | -25.3% | -4.3% |
| 6M | -9.5% | +5.4% | -14.9% | -11.5% |
| YTD | +0.5% | +0.2% | +0.3% | -1.6% |
| 1Y | -1.1% | +20.4% | -21.5% | -7.1% |
| 3Y | +46.0% | -32.1% | +78.2% | +47.1% |
| 5Y | +51.8% | -67.2% | +119.0% | +75.7% |
| 10Y | +307.5% | +31.7% | +275.8% | +234.7% |
| All | +1,822.6% | +1,685.7% | +136.9% | +749.1% |
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 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