+20.1%
WM vs TEM
+90.1%
-70.0%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +8.0% | -10.1% | -2.2% |
| 7D | +1.2% | +5.3% | -4.1% | +1.1% |
| 30D | +13.1% | +8.1% | +5.0% | +12.9% |
| 3M | +3.6% | +64.9% | -61.3% | +2.7% |
| 6M | +8.1% | +42.1% | -34.1% | +7.3% |
| YTD | +8.9% | +28.8% | -19.9% | +8.2% |
| 1Y | +20.3% | +5.5% | +14.8% | +20.0% |
| All | +20.1% | +90.1% | -70.0% | +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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling