+305.6%
WM vs TMF
-86.8%
+392.4%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.2% |
| 7D | -0.3% | -1.4% | +1.1% | -0.4% |
| 30D | -2.4% | -2.8% | +0.5% | -2.5% |
| 3M | +0.4% | -10.9% | +11.3% | +0.1% |
| 6M | -9.5% | -21.3% | +11.8% | -10.1% |
| YTD | +0.5% | -15.9% | +16.4% | 0.0% |
| 1Y | -1.1% | -15.7% | +14.6% | -1.5% |
| 3Y | +46.0% | -43.4% | +89.4% | +44.0% |
| 5Y | +51.8% | -87.8% | +139.6% | +34.8% |
| All | +305.6% | -86.8% | +392.4% | +278.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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