+20.8%
WM vs MXL
+276.5%
-255.7%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -11.1% | +12.8% | +1.0% |
| 7D | +5.9% | -24.3% | +30.3% | +4.4% |
| 30D | +15.4% | -46.1% | +61.5% | +12.3% |
| 3M | +6.3% | -21.8% | +28.2% | +5.8% |
| 6M | +5.6% | -27.2% | +32.8% | +5.4% |
| YTD | +9.9% | +226.2% | -216.2% | +16.7% |
| 1Y | +20.8% | +297.0% | -276.2% | +29.6% |
| All | +20.8% | +276.5% | -255.7% | +29.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 MXL 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