+46.2%
WM vs EXEL
+231.1%
-185.0%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.3% | -3.3% | -2.1% |
| 7D | +1.2% | +0.3% | +0.9% | +1.2% |
| 30D | +13.1% | +19.0% | -6.0% | +12.3% |
| 3M | +3.6% | +33.3% | -29.7% | +2.5% |
| 6M | +8.1% | +42.9% | -34.8% | +6.6% |
| YTD | +8.9% | +58.7% | -49.8% | +6.9% |
| 1Y | +20.3% | +70.5% | -50.2% | +17.8% |
| 3Y | +46.2% | +233.8% | -187.7% | +35.7% |
| All | +46.2% | +231.1% | -185.0% | +35.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling