+20.2%
WM vs EXPE
-2.3%
+22.5%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.4% | -1.1% | +1.1% |
| 7D | +0.8% | -17.8% | +18.5% | +1.8% |
| 30D | +13.8% | -3.2% | +17.0% | +13.9% |
| 3M | +6.4% | -19.0% | +25.4% | +7.0% |
| 6M | +13.2% | +17.7% | -4.5% | +13.5% |
| YTD | +10.8% | -7.8% | +18.5% | +10.3% |
| 1Y | +20.2% | -1.4% | +21.5% | +19.5% |
| All | +20.2% | -2.3% | +22.5% | +19.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling