+39.0%
WM vs TLN
+583.6%
-544.6%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.8% | -5.0% | -1.2% |
| 7D | -0.3% | +7.1% | -7.4% | -0.3% |
| 30D | -2.4% | -3.9% | +1.5% | -2.4% |
| 3M | +0.4% | -16.2% | +16.6% | +0.4% |
| 6M | -9.5% | -5.8% | -3.7% | -9.8% |
| YTD | +0.5% | -15.4% | +15.9% | +0.3% |
| 1Y | -1.1% | -16.7% | +15.6% | -1.4% |
| 3Y | +46.0% | +473.8% | -427.7% | +33.4% |
| All | +39.0% | +583.6% | -544.6% | +27.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling