+0.2%
WM vs TDY
+9.8%
-9.6%
-13.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.8% |
| 7D | -3.1% | -1.9% | -1.3% | -3.1% |
| 30D | -5.3% | -12.5% | +7.2% | -5.3% |
| 3M | -4.2% | -0.8% | -3.4% | -4.5% |
| 6M | -8.1% | -9.0% | +0.9% | -7.5% |
| YTD | -1.4% | +16.8% | -18.2% | -4.4% |
| 1Y | +0.2% | +9.5% | -9.2% | -2.4% |
| All | +0.2% | +9.8% | -9.6% | -2.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling