+330.3%
WM vs TDY
+434.3%
-104.0%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | 0.0% |
| 7D | +3.2% | +4.1% | -0.9% | +2.1% |
| 30D | +13.0% | +5.7% | +7.3% | +11.0% |
| 3M | +9.2% | -4.4% | +13.7% | +10.2% |
| 6M | +13.6% | +1.2% | +12.4% | +12.3% |
| YTD | +12.4% | +26.0% | -13.6% | +3.5% |
| 1Y | +21.2% | +27.4% | -6.2% | +11.2% |
| 3Y | +48.7% | +67.5% | -18.8% | +23.4% |
| 5Y | +61.9% | +44.9% | +17.0% | +38.6% |
| All | +330.3% | +434.3% | -104.0% | +159.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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