+45.7%
WM vs EXEL
+244.2%
-198.6%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.1% | -3.0% | 0.0% |
| 7D | -0.5% | +2.3% | -2.8% | -0.6% |
| 30D | +13.3% | +19.8% | -6.5% | +12.5% |
| 3M | +4.4% | +32.7% | -28.3% | +3.3% |
| 6M | +10.8% | +49.0% | -38.1% | +9.2% |
| YTD | +9.1% | +63.7% | -54.6% | +6.9% |
| 1Y | +19.1% | +75.8% | -56.7% | +16.4% |
| 3Y | +45.7% | +241.3% | -195.6% | +34.4% |
| All | +45.7% | +244.2% | -198.6% | +34.4% |
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