+48.7%
WM vs MXL
+237.7%
-189.0%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.4% | +5.3% | -0.2% |
| 7D | +3.2% | +13.4% | -10.2% | +3.6% |
| 30D | +13.0% | -29.2% | +42.2% | +12.5% |
| 3M | +9.2% | -27.2% | +36.5% | +9.0% |
| 6M | +13.6% | -36.4% | +50.1% | +13.4% |
| YTD | +12.4% | +220.0% | -207.6% | +10.0% |
| 1Y | +21.2% | +304.8% | -283.6% | +17.9% |
| 3Y | +48.7% | +238.5% | -189.8% | +46.9% |
| All | +48.7% | +237.7% | -189.0% | +46.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling