+46.2%
WM vs TNA
+105.1%
-58.9%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.8% | -4.9% | -2.1% |
| 7D | +1.2% | -7.0% | +8.2% | +1.3% |
| 30D | +13.1% | -6.4% | +19.5% | +13.1% |
| 3M | +3.6% | -25.7% | +29.3% | +3.9% |
| 6M | +8.1% | -19.7% | +27.8% | +8.2% |
| YTD | +8.9% | +18.3% | -9.4% | +7.6% |
| 1Y | +20.3% | +24.6% | -4.2% | +18.6% |
| 3Y | +46.2% | +112.8% | -66.7% | +38.1% |
| All | +46.2% | +105.1% | -58.9% | +38.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling