+2,629.6%
WM vs TDY
+7,574.9%
-4,945.3%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +1.7% |
| 7D | +1.2% | +9.4% | -8.3% | -0.4% |
| 30D | +15.2% | +5.9% | +9.3% | +13.9% |
| 3M | +8.3% | -5.7% | +14.0% | +9.1% |
| 6M | +13.1% | +2.4% | +10.7% | +12.1% |
| YTD | +12.5% | +26.8% | -14.3% | +7.2% |
| 1Y | +21.8% | +24.7% | -2.9% | +16.3% |
| 3Y | +48.8% | +69.2% | -20.4% | +34.0% |
| 5Y | +62.1% | +45.7% | +16.3% | +48.8% |
| 10Y | +331.5% | +444.2% | -112.7% | +218.7% |
| All | +2,629.6% | +7,574.9% | -4,945.3% | +1,357.0% |
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