+3,147.4%
WM vs EXEL
+334.5%
+2,812.9%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -5.6% | +6.7% | +1.6% |
| 7D | +4.5% | +3.8% | +0.7% | +4.1% |
| 30D | +16.1% | +17.8% | -1.7% | +14.5% |
| 3M | +8.0% | +21.2% | -13.1% | +6.2% |
| 6M | +8.4% | +54.7% | -46.3% | +4.3% |
| YTD | +11.2% | +56.8% | -45.5% | +6.7% |
| 1Y | +22.3% | +70.2% | -47.9% | +16.5% |
| 3Y | +50.2% | +227.2% | -176.9% | +33.9% |
| 5Y | +63.3% | +254.9% | -191.6% | +43.4% |
| 10Y | +355.0% | +476.9% | -121.9% | +266.5% |
| All | +3,147.4% | +334.5% | +2,812.9% | +2,102.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling