+52.1%
WM vs TDY
+36.7%
+15.4%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.4% | -0.4% |
| 7D | -0.9% | -0.9% | 0.0% | -0.7% |
| 30D | -4.3% | -12.5% | +8.1% | -1.8% |
| 3M | +0.8% | -1.2% | +2.0% | +0.7% |
| 6M | -10.8% | -6.6% | -4.2% | -9.9% |
| YTD | -0.1% | +18.5% | -18.5% | -5.2% |
| 1Y | +1.0% | +10.8% | -9.7% | -2.7% |
| 3Y | +45.1% | +47.5% | -2.4% | +27.8% |
| 5Y | +52.1% | +35.8% | +16.3% | +33.6% |
| All | +52.1% | +36.7% | +15.4% | +33.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling