+20.3%
WM vs TEM
+111.1%
-90.8%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +11.0% | -10.9% | 0.0% |
| 7D | -0.5% | +7.6% | -8.1% | -0.5% |
| 30D | +13.3% | +19.0% | -5.7% | +13.1% |
| 3M | +4.4% | +62.2% | -57.8% | +3.5% |
| 6M | +10.8% | +69.4% | -58.5% | +9.7% |
| YTD | +9.1% | +43.0% | -33.9% | +8.2% |
| 1Y | +19.1% | +18.0% | +1.1% | +18.7% |
| All | +20.3% | +111.1% | -90.8% | +17.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling