+53.8%
WM vs TLN
+581.9%
-528.1%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.2% | +4.4% | +1.1% |
| 7D | +4.5% | -9.4% | +13.8% | +4.4% |
| 30D | +16.1% | -15.2% | +31.3% | +15.9% |
| 3M | +8.0% | -4.1% | +12.2% | +7.9% |
| 6M | +8.4% | -17.8% | +26.3% | +8.4% |
| YTD | +11.2% | -15.6% | +26.9% | +10.9% |
| 1Y | +22.3% | -21.6% | +43.9% | +22.2% |
| 3Y | +50.2% | +497.6% | -447.3% | +37.3% |
| All | +53.8% | +581.9% | -528.1% | +41.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling