+306.4%
WM vs EXEL
+397.6%
-91.1%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.2% |
| 7D | -0.3% | +8.4% | -8.7% | -0.9% |
| 30D | -2.4% | +4.1% | -6.4% | -2.7% |
| 3M | +0.4% | +12.4% | -12.0% | -0.6% |
| 6M | -9.5% | +41.5% | -51.0% | -12.1% |
| YTD | +0.5% | +34.6% | -34.1% | -2.1% |
| 1Y | -1.1% | +57.9% | -59.0% | -5.0% |
| 3Y | +46.0% | +159.5% | -113.5% | +32.9% |
| 5Y | +51.8% | +198.5% | -146.7% | +35.2% |
| All | +306.4% | +397.6% | -91.1% | +248.6% |
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