+1,169.9%
WM vs TNA
+831.3%
+338.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +9.6% | -9.5% | -1.2% |
| 7D | -0.5% | +2.3% | -2.8% | -1.0% |
| 30D | +13.3% | +1.4% | +11.9% | +12.7% |
| 3M | +4.4% | -21.1% | +25.5% | +7.2% |
| 6M | +10.8% | -9.4% | +20.2% | +10.8% |
| YTD | +9.1% | +29.6% | -20.6% | +2.6% |
| 1Y | +19.1% | +34.6% | -15.5% | +11.1% |
| 3Y | +45.7% | +155.9% | -110.2% | +14.7% |
| 5Y | +60.4% | -44.2% | +104.6% | +48.7% |
| 10Y | +328.7% | +63.7% | +265.0% | +172.6% |
| All | +1,169.9% | +831.3% | +338.6% | +335.1% |
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 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