+181.5%
WM vs TENB
+1.4%
+180.1%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.1% | -0.4% |
| 7D | -0.9% | -5.0% | +4.1% | -0.5% |
| 30D | -4.3% | -7.4% | +3.0% | -4.0% |
| 3M | +0.8% | +22.3% | -21.5% | -1.4% |
| 6M | -10.8% | +60.2% | -70.9% | -14.9% |
| YTD | -0.1% | +43.2% | -43.3% | -4.0% |
| 1Y | +1.0% | +8.2% | -7.1% | -0.7% |
| 3Y | +45.1% | -23.8% | +68.9% | +45.4% |
| 5Y | +52.1% | -26.9% | +79.0% | +48.5% |
| All | +181.5% | +1.4% | +180.1% | +138.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded TENB 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling