+127.7%
WM vs EXE
+151.8%
-24.1%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.2% | -2.0% |
| 7D | +1.2% | -6.6% | +7.8% | +1.8% |
| 30D | +13.1% | -4.0% | +17.1% | +13.4% |
| 3M | +3.6% | -7.5% | +11.1% | +4.2% |
| 6M | +8.1% | -11.7% | +19.7% | +9.1% |
| YTD | +8.9% | -22.0% | +30.9% | +10.9% |
| 1Y | +20.3% | -21.8% | +42.1% | +22.4% |
| 3Y | +46.2% | +8.0% | +38.1% | +44.2% |
| 5Y | +59.9% | +62.3% | -2.4% | +55.3% |
| All | +127.7% | +151.8% | -24.1% | +126.3% |
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