+330.3%
WM vs TNA
+33.3%
+297.0%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | 0.0% |
| 7D | +3.2% | +3.7% | -0.5% | +2.7% |
| 30D | +13.0% | +4.4% | +8.6% | +12.2% |
| 3M | +9.2% | -26.7% | +35.9% | +12.4% |
| 6M | +13.6% | -12.8% | +26.5% | +14.1% |
| YTD | +12.4% | +22.7% | -10.3% | +7.5% |
| 1Y | +21.2% | +35.7% | -14.4% | +14.3% |
| 3Y | +48.7% | +134.6% | -85.9% | +22.6% |
| 5Y | +61.9% | -46.0% | +107.9% | +54.6% |
| All | +330.3% | +33.3% | +297.0% | +198.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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