+63.3%
WM vs EXPE
+54.1%
+9.2%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -13.7% | +14.9% | +2.0% |
| 7D | +4.5% | -3.6% | +8.1% | +4.6% |
| 30D | +16.1% | +4.8% | +11.3% | +15.6% |
| 3M | +8.0% | -14.6% | +22.7% | +8.8% |
| 6M | +8.4% | +10.0% | -1.6% | +7.6% |
| YTD | +11.2% | -3.3% | +14.5% | +10.8% |
| 1Y | +22.3% | +28.4% | -6.1% | +19.5% |
| 3Y | +50.2% | +145.1% | -94.9% | +39.1% |
| 5Y | +63.3% | +51.6% | +11.6% | +52.3% |
| All | +63.3% | +54.1% | +9.2% | +52.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling