+1,174.0%
WM vs TNA
+812.2%
+361.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.4% | +0.6% |
| 7D | +1.2% | -0.5% | +1.6% | +1.0% |
| 30D | +13.7% | -0.7% | +14.4% | +13.3% |
| 3M | +5.2% | -21.5% | +26.7% | +8.2% |
| 6M | +11.2% | -11.2% | +22.4% | +11.5% |
| YTD | +9.4% | +27.0% | -17.5% | +3.2% |
| 1Y | +20.4% | +28.0% | -7.6% | +13.0% |
| 3Y | +44.7% | +142.9% | -98.2% | +14.8% |
| 5Y | +58.5% | -42.6% | +101.1% | +46.2% |
| 10Y | +326.4% | +53.3% | +273.1% | +174.0% |
| All | +1,174.0% | +812.2% | +361.8% | +337.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling