+2,834.6%
WM vs EXEL
+273.2%
+2,561.4%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.2% |
| 7D | -0.3% | +8.4% | -8.7% | -1.0% |
| 30D | -2.4% | +4.1% | -6.4% | -2.8% |
| 3M | +0.4% | +12.4% | -12.0% | -0.7% |
| 6M | -9.5% | +41.5% | -51.0% | -12.3% |
| YTD | +0.5% | +34.6% | -34.1% | -2.3% |
| 1Y | -1.1% | +57.9% | -59.0% | -5.3% |
| 3Y | +46.0% | +159.5% | -113.5% | +32.6% |
| 5Y | +51.8% | +198.5% | -146.7% | +35.1% |
| 10Y | +307.5% | +411.4% | -103.8% | +230.4% |
| All | +2,834.6% | +273.2% | +2,561.4% | +1,916.1% |
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