+53.9%
WM vs TENB
-27.0%
+80.9%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.2% |
| 7D | -0.3% | -9.1% | +8.8% | 0.0% |
| 30D | -2.4% | -4.9% | +2.5% | -2.3% |
| 3M | +0.4% | +16.9% | -16.5% | -0.5% |
| 6M | -9.5% | +68.0% | -77.5% | -11.9% |
| YTD | +0.5% | +45.6% | -45.1% | -1.6% |
| 1Y | -1.1% | +12.7% | -13.8% | -2.1% |
| 3Y | +46.0% | -24.4% | +70.4% | +46.5% |
| All | +53.9% | -27.0% | +80.9% | +49.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling