+328.7%
WM vs EXEL
+445.6%
-116.8%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.1% | -3.0% | -0.1% |
| 7D | -0.5% | +2.3% | -2.8% | -0.7% |
| 30D | +13.3% | +19.8% | -6.5% | +11.7% |
| 3M | +4.4% | +32.7% | -28.3% | +2.0% |
| 6M | +10.8% | +49.0% | -38.1% | +7.2% |
| YTD | +9.1% | +63.7% | -54.6% | +4.4% |
| 1Y | +19.1% | +75.8% | -56.7% | +13.4% |
| 3Y | +45.7% | +241.3% | -195.6% | +29.1% |
| 5Y | +60.4% | +289.0% | -228.6% | +39.1% |
| 10Y | +328.7% | +377.6% | -48.9% | +267.3% |
| All | +328.7% | +445.6% | -116.8% | +267.3% |
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