+20.3%
WM vs TEM
-5.3%
+25.6%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +8.0% | -10.1% | -1.7% |
| 7D | +1.2% | +5.3% | -4.1% | +1.5% |
| 30D | +13.1% | +8.1% | +5.0% | +13.6% |
| 3M | +3.6% | +64.9% | -61.3% | +6.2% |
| 6M | +8.1% | +42.1% | -34.1% | +10.5% |
| YTD | +8.9% | +28.8% | -19.9% | +11.6% |
| 1Y | +20.3% | +5.5% | +14.8% | +22.0% |
| All | +20.3% | -5.3% | +25.6% | +22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 TEM 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