+48.7%
WM vs TNA
+138.6%
-89.9%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | -0.1% |
| 7D | +3.2% | +3.7% | -0.5% | +3.2% |
| 30D | +13.0% | +4.4% | +8.6% | +12.9% |
| 3M | +9.2% | -26.7% | +35.9% | +9.5% |
| 6M | +13.6% | -12.8% | +26.5% | +13.5% |
| YTD | +12.4% | +22.7% | -10.3% | +11.0% |
| 1Y | +21.2% | +35.7% | -14.4% | +19.2% |
| 3Y | +48.7% | +134.6% | -85.9% | +40.3% |
| All | +48.7% | +138.6% | -89.9% | +40.3% |
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