+1,070.1%
WM vs TNA
+1,004.3%
+65.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -2.0% | -1.3% |
| 7D | -0.3% | -0.1% | -0.2% | -0.3% |
| 30D | -2.4% | -4.9% | +2.5% | -1.8% |
| 3M | +0.4% | +0.4% | 0.0% | -0.3% |
| 6M | -9.5% | +32.5% | -42.0% | -14.3% |
| YTD | +0.5% | +53.7% | -53.2% | -7.2% |
| 1Y | -1.1% | +65.1% | -66.2% | -10.4% |
| 3Y | +46.0% | +98.4% | -52.4% | +20.0% |
| 5Y | +51.8% | -22.5% | +74.3% | +34.0% |
| 10Y | +307.5% | +82.5% | +225.0% | +156.1% |
| All | +1,070.1% | +1,004.3% | +65.8% | +293.5% |
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