+305.6%
WM vs EXPE
+179.6%
+126.0%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.5% | -1.1% |
| 7D | -0.3% | -9.5% | +9.2% | +0.7% |
| 30D | -2.4% | -6.6% | +4.3% | -1.8% |
| 3M | +0.4% | +31.4% | -31.0% | -2.5% |
| 6M | -9.5% | +35.2% | -44.7% | -12.6% |
| YTD | +0.5% | +5.8% | -5.3% | -0.9% |
| 1Y | -1.1% | +38.7% | -39.8% | -5.6% |
| 3Y | +46.0% | +175.8% | -129.7% | +26.1% |
| 5Y | +51.8% | +111.8% | -60.0% | +30.9% |
| All | +305.6% | +179.6% | +126.0% | +201.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 10y: compounded portfolio wealth divided by compounded EXPE 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…
10y analysis · Full analysis span regression · 6 months rolling