+58.5%
WM vs EXE
+66.0%
-7.5%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.3% | -2.0% | +0.1% |
| 7D | +1.2% | -2.2% | +3.4% | +1.4% |
| 30D | +13.7% | -0.3% | +14.0% | +13.7% |
| 3M | +5.2% | -9.3% | +14.5% | +6.2% |
| 6M | +11.2% | -7.2% | +18.4% | +11.9% |
| YTD | +9.4% | -18.9% | +28.3% | +11.4% |
| 1Y | +20.4% | -21.7% | +42.1% | +23.0% |
| 3Y | +44.7% | +21.0% | +23.7% | +39.9% |
| 5Y | +58.5% | +76.0% | -17.5% | +44.1% |
| All | +58.5% | +66.0% | -7.5% | +44.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling