+324.8%
WM vs EXPE
+121.2%
+203.6%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.4% | -1.1% | +1.0% |
| 7D | +0.8% | -17.8% | +18.5% | +2.6% |
| 30D | +13.8% | -3.2% | +17.0% | +14.0% |
| 3M | +6.4% | -19.0% | +25.4% | +8.3% |
| 6M | +13.2% | +17.7% | -4.5% | +10.8% |
| YTD | +10.8% | -7.8% | +18.5% | +10.4% |
| 1Y | +20.2% | -1.4% | +21.5% | +18.8% |
| 3Y | +46.5% | +121.9% | -75.5% | +29.4% |
| 5Y | +61.3% | +44.3% | +17.0% | +46.5% |
| 10Y | +324.8% | +125.4% | +199.4% | +222.3% |
| All | +324.8% | +121.2% | +203.6% | +222.3% |
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