+326.4%
WM vs EXEL
+363.4%
-37.1%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.5% |
| 7D | +1.2% | -2.4% | +3.5% | +1.3% |
| 30D | +13.7% | +17.9% | -4.2% | +12.2% |
| 3M | +5.2% | +33.3% | -28.1% | +2.8% |
| 6M | +11.2% | +46.6% | -35.4% | +7.7% |
| YTD | +9.4% | +61.0% | -51.6% | +4.9% |
| 1Y | +20.4% | +70.4% | -50.1% | +14.9% |
| 3Y | +44.7% | +236.1% | -191.4% | +28.4% |
| 5Y | +58.5% | +284.8% | -226.4% | +37.5% |
| 10Y | +326.4% | +348.4% | -22.0% | +267.2% |
| All | +326.4% | +363.4% | -37.1% | +267.2% |
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