+135.3%
WM vs EXE
+161.3%
-26.0%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.9% | +2.5% | +1.7% |
| 7D | +1.2% | +2.9% | -1.7% | +0.9% |
| 30D | +15.2% | -4.9% | +20.2% | +15.7% |
| 3M | +8.3% | -8.3% | +16.6% | +9.1% |
| 6M | +13.1% | -7.8% | +21.0% | +13.8% |
| YTD | +12.5% | -19.0% | +31.6% | +14.2% |
| 1Y | +21.8% | -24.8% | +46.6% | +24.3% |
| 3Y | +48.8% | +20.8% | +28.0% | +45.4% |
| 5Y | +62.1% | +76.2% | -14.1% | +57.3% |
| All | +135.3% | +161.3% | -26.0% | +133.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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