+302.9%
WM vs MXL
+243.3%
+59.6%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +6.0% | -6.5% | -0.8% |
| 7D | -0.9% | +15.5% | -16.4% | -1.5% |
| 30D | -4.3% | -11.3% | +7.0% | -4.1% |
| 3M | +0.8% | -16.1% | +16.9% | +0.2% |
| 6M | -10.8% | +323.0% | -333.8% | -21.5% |
| YTD | -0.1% | +281.5% | -281.6% | -11.6% |
| 1Y | +1.0% | +319.3% | -318.3% | -11.8% |
| 3Y | +45.1% | +189.4% | -144.3% | +24.6% |
| 5Y | +52.1% | +26.0% | +26.1% | +37.3% |
| 10Y | +302.9% | +243.5% | +59.5% | +177.0% |
| All | +302.9% | +243.3% | +59.6% | +177.0% |
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