+328.7%
WM vs MXL
+171.0%
+157.7%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +13.7% | -13.5% | -0.2% |
| 7D | -0.5% | -8.8% | +8.4% | -0.3% |
| 30D | +13.3% | -41.9% | +55.2% | +14.9% |
| 3M | +4.4% | -25.4% | +29.8% | +4.5% |
| 6M | +10.8% | -44.0% | +54.8% | +11.2% |
| YTD | +9.1% | +220.8% | -211.7% | -3.5% |
| 1Y | +19.1% | +278.8% | -259.7% | +3.9% |
| 3Y | +45.7% | +249.4% | -203.8% | +21.4% |
| 5Y | +60.4% | -17.3% | +77.8% | +49.6% |
| 10Y | +328.7% | +156.7% | +172.0% | +205.7% |
| All | +328.7% | +171.0% | +157.7% | +205.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling