+302.9%
WM vs TNA
+76.8%
+226.2%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | -0.4% |
| 7D | -0.9% | +4.1% | -5.0% | -1.3% |
| 30D | -4.3% | -7.6% | +3.3% | -3.6% |
| 3M | +0.8% | +8.1% | -7.3% | -0.5% |
| 6M | -10.8% | +49.0% | -59.8% | -15.8% |
| YTD | -0.1% | +51.7% | -51.8% | -6.2% |
| 1Y | +1.0% | +59.6% | -58.6% | -6.4% |
| 3Y | +45.1% | +118.9% | -73.8% | +21.4% |
| 5Y | +52.1% | -19.2% | +71.3% | +37.4% |
| 10Y | +302.9% | +77.2% | +225.7% | +154.4% |
| All | +302.9% | +76.8% | +226.2% | +154.4% |
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