+45.5%
WM vs TNA
+117.6%
-72.1%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -2.0% | -1.2% |
| 7D | -0.3% | -0.1% | -0.2% | -0.3% |
| 30D | -2.4% | -4.9% | +2.5% | -2.3% |
| 3M | +0.4% | +0.4% | 0.0% | +0.4% |
| 6M | -9.5% | +32.5% | -42.0% | -10.3% |
| YTD | +0.5% | +53.7% | -53.2% | -1.0% |
| 1Y | -1.1% | +65.1% | -66.2% | -3.0% |
| All | +45.5% | +117.6% | -72.1% | +39.7% |
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