+336.4%
WM vs EXEL
+461.0%
-124.6%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.3% | -3.3% | -2.2% |
| 7D | +1.2% | +0.3% | +0.9% | +1.2% |
| 30D | +13.1% | +19.0% | -6.0% | +11.5% |
| 3M | +3.6% | +33.3% | -29.7% | +1.2% |
| 6M | +8.1% | +42.9% | -34.8% | +4.9% |
| YTD | +8.9% | +58.7% | -49.8% | +4.6% |
| 1Y | +20.3% | +70.5% | -50.2% | +14.8% |
| 3Y | +46.2% | +233.8% | -187.7% | +29.9% |
| 5Y | +59.9% | +259.3% | -199.5% | +39.8% |
| All | +336.4% | +461.0% | -124.6% | +267.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling