+336.4%
WM vs TMF
-84.4%
+420.8%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.9% | -2.1% |
| 7D | +1.2% | +1.2% | 0.0% | +1.2% |
| 30D | +13.1% | +19.7% | -6.7% | +13.7% |
| 3M | +3.6% | -2.1% | +5.7% | +3.5% |
| 6M | +8.1% | -13.4% | +21.5% | +7.6% |
| YTD | +8.9% | -16.7% | +25.6% | +8.3% |
| 1Y | +20.3% | -23.3% | +43.7% | +19.4% |
| 3Y | +46.2% | -24.8% | +71.0% | +45.9% |
| 5Y | +59.9% | -88.0% | +147.9% | +40.9% |
| All | +336.4% | -84.4% | +420.8% | +294.8% |
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