+2,338.0%
WM vs TDY
+7,137.3%
-4,799.4%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.3% |
| 7D | -0.3% | -1.8% | +1.5% | 0.0% |
| 30D | -2.4% | -10.7% | +8.3% | -0.5% |
| 3M | +0.4% | -1.3% | +1.7% | +0.4% |
| 6M | -9.5% | -10.6% | +1.1% | -8.2% |
| YTD | +0.5% | +19.6% | -19.1% | -3.1% |
| 1Y | -1.1% | +11.6% | -12.7% | -3.6% |
| 3Y | +46.0% | +45.2% | +0.8% | +35.2% |
| 5Y | +51.8% | +36.1% | +15.8% | +41.2% |
| 10Y | +307.5% | +458.8% | -151.3% | +200.7% |
| All | +2,338.0% | +7,137.3% | -4,799.4% | +1,217.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling