+206.7%
WM vs TENB
+26.7%
+179.9%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.6% | +2.5% | -1.8% |
| 7D | +1.2% | -17.0% | +18.2% | +2.5% |
| 30D | +13.1% | +8.2% | +4.9% | +12.2% |
| 3M | +3.6% | +16.5% | -12.9% | +1.9% |
| 6M | +8.1% | +99.1% | -91.0% | +1.3% |
| YTD | +8.9% | +79.0% | -70.1% | +2.5% |
| 1Y | +20.3% | +53.9% | -33.5% | +14.7% |
| 3Y | +46.2% | +13.8% | +32.3% | +41.7% |
| 5Y | +59.9% | -24.4% | +84.3% | +56.8% |
| All | +206.7% | +26.7% | +179.9% | +154.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling