+61.9%
WM vs EXEL
+281.2%
-219.3%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | 0.0% |
| 7D | +3.2% | -0.8% | +4.0% | +3.2% |
| 30D | +13.0% | +13.1% | -0.1% | +12.1% |
| 3M | +9.2% | +36.3% | -27.1% | +7.2% |
| 6M | +13.6% | +34.5% | -20.9% | +11.5% |
| YTD | +12.4% | +57.4% | -45.0% | +9.0% |
| 1Y | +21.2% | +62.9% | -41.7% | +17.3% |
| 3Y | +48.7% | +229.5% | -180.8% | +33.6% |
| All | +61.9% | +281.2% | -219.3% | +42.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling