+1,218.5%
WM vs EXPE
+851.4%
+367.1%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.5% | -1.0% |
| 7D | -0.3% | -9.5% | +9.2% | +1.0% |
| 30D | -2.4% | -6.6% | +4.3% | -1.6% |
| 3M | +0.4% | +31.4% | -31.0% | -3.3% |
| 6M | -9.5% | +35.2% | -44.7% | -13.5% |
| YTD | +0.5% | +5.8% | -5.3% | -1.4% |
| 1Y | -1.1% | +38.7% | -39.8% | -6.8% |
| 3Y | +46.0% | +175.8% | -129.7% | +22.0% |
| 5Y | +51.8% | +111.8% | -60.0% | +27.2% |
| 10Y | +307.5% | +179.7% | +127.8% | +206.1% |
| All | +1,218.5% | +851.4% | +367.1% | +574.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling