+50.6%
WM vs TLN
+630.2%
-579.6%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +7.1% | -9.2% | -2.0% |
| 7D | +1.2% | -1.3% | +2.5% | +1.2% |
| 30D | +13.1% | -10.5% | +23.6% | +13.0% |
| 3M | +3.6% | +0.1% | +3.5% | +3.6% |
| 6M | +8.1% | -17.4% | +25.5% | +8.3% |
| YTD | +8.9% | -9.7% | +18.6% | +8.7% |
| 1Y | +20.3% | -12.3% | +32.6% | +20.2% |
| 3Y | +46.2% | +528.3% | -482.1% | +33.5% |
| All | +50.6% | +630.2% | -579.6% | +38.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 10y: compounded portfolio wealth divided by compounded TLN 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…
10y analysis · Full analysis span regression · 6 months rolling