+21.8%
WM vs TNA
+23.7%
-2.0%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.9% | +6.5% | +1.3% |
| 7D | +1.2% | +7.7% | -6.5% | +1.7% |
| 30D | +15.2% | -0.7% | +15.9% | +15.3% |
| 3M | +8.3% | -25.4% | +33.7% | +6.4% |
| 6M | +13.1% | -11.8% | +25.0% | +12.4% |
| YTD | +12.5% | +23.9% | -11.4% | +12.2% |
| 1Y | +21.8% | +25.6% | -3.8% | +21.0% |
| All | +21.8% | +23.7% | -2.0% | +21.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling