+330.8%
WM vs EXEL
+325.9%
+5.0%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.8% | +1.7% |
| 7D | +1.2% | +1.6% | -0.5% | +1.0% |
| 30D | +15.2% | +17.4% | -2.1% | +13.8% |
| 3M | +8.3% | +38.6% | -30.3% | +5.5% |
| 6M | +13.1% | +41.2% | -28.1% | +9.9% |
| YTD | +12.5% | +59.3% | -46.8% | +8.0% |
| 1Y | +21.8% | +60.2% | -38.4% | +16.8% |
| 3Y | +48.8% | +232.6% | -183.8% | +32.2% |
| 5Y | +62.1% | +285.9% | -223.8% | +40.7% |
| All | +330.8% | +325.9% | +5.0% | +273.1% |
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