+0.3%
WM vs MXL
+349.5%
-349.1%
-13.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +7.5% | -8.1% | -0.3% |
| 7D | -1.2% | +19.0% | -20.2% | -0.4% |
| 30D | -4.5% | +4.5% | -9.0% | -4.1% |
| 3M | -2.2% | -1.5% | -0.7% | -1.6% |
| 6M | -11.5% | +348.6% | -360.1% | -6.8% |
| YTD | -0.7% | +310.3% | -310.9% | +4.7% |
| 1Y | +0.3% | +344.7% | -344.4% | +6.4% |
| All | +0.3% | +349.5% | -349.1% | +6.4% |
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