+22.6%
WM vs TEM
+76.1%
-53.4%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -6.9% | +8.0% | +1.2% |
| 7D | +4.5% | -9.5% | +14.0% | +4.6% |
| 30D | +16.1% | -2.2% | +18.2% | +16.0% |
| 3M | +8.0% | +50.8% | -42.8% | +7.2% |
| 6M | +8.4% | +30.3% | -21.8% | +7.7% |
| YTD | +11.2% | +19.3% | -8.1% | +10.5% |
| 1Y | +22.3% | -14.4% | +36.7% | +22.5% |
| All | +22.6% | +76.1% | -53.4% | +20.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling