+59.7%
WM vs TMF
-88.0%
+147.7%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +12.5% |
| 3M | +3.6% | -2.1% | +5.7% | +3.6% |
| 6M | +8.1% | -13.4% | +21.5% | +8.4% |
| YTD | +8.9% | -16.7% | +25.6% | +9.3% |
| 1Y | +20.3% | -23.3% | +43.7% | +21.1% |
| 3Y | +46.2% | -24.8% | +71.0% | +46.3% |
| All | +59.7% | -88.0% | +147.7% | +57.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling