+20.8%
WM vs EXEL
+92.4%
-71.6%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.0% | +1.6% |
| 7D | +5.9% | +9.8% | -3.8% | +5.6% |
| 30D | +15.4% | +23.6% | -8.2% | +14.7% |
| 3M | +6.3% | +29.9% | -23.6% | +5.7% |
| 6M | +5.6% | +64.7% | -59.1% | +4.8% |
| YTD | +9.9% | +66.0% | -56.0% | +8.7% |
| 1Y | +20.8% | +92.0% | -71.1% | +20.0% |
| All | +20.8% | +92.4% | -71.6% | +20.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 1y: compounded portfolio wealth divided by compounded EXEL 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…
1y analysis · Full analysis span regression · 6 months rolling