+132.5%
WM vs EXE
+154.0%
-21.4%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.3% | +3.4% | +1.4% |
| 7D | +4.5% | -5.6% | +10.1% | +5.0% |
| 30D | +16.1% | -3.3% | +19.3% | +16.4% |
| 3M | +8.0% | -5.5% | +13.5% | +8.5% |
| 6M | +8.4% | -13.4% | +21.8% | +9.6% |
| YTD | +11.2% | -21.3% | +32.5% | +13.1% |
| 1Y | +22.3% | -20.7% | +43.0% | +24.3% |
| 3Y | +50.2% | +3.9% | +46.3% | +48.7% |
| 5Y | +63.3% | +63.7% | -0.4% | +58.5% |
| All | +132.5% | +154.0% | -21.4% | +131.0% |
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