+110.1%
WM vs EXE
+191.4%
-81.2%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | -0.1% | -1.1% |
| 7D | -0.3% | -0.3% | -0.1% | -0.3% |
| 30D | -2.4% | +8.5% | -10.8% | -3.0% |
| 3M | +0.4% | +5.5% | -5.0% | -0.1% |
| 6M | -9.5% | -5.9% | -3.6% | -9.2% |
| YTD | +0.5% | -9.7% | +10.2% | +1.1% |
| 1Y | -1.1% | +3.6% | -4.7% | -1.8% |
| 3Y | +46.0% | +18.0% | +28.0% | +43.0% |
| 5Y | +51.8% | +109.4% | -57.6% | +46.3% |
| All | +110.1% | +191.4% | -81.2% | +106.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling