+305.6%
WM vs TPR
+321.0%
-15.4%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -0.3% | -2.3% | +2.0% | 0.0% |
| 30D | -2.4% | -23.0% | +20.6% | +0.4% |
| 3M | +0.4% | -12.5% | +12.9% | +1.6% |
| 6M | -9.5% | -21.4% | +11.9% | -7.5% |
| YTD | +0.5% | -3.5% | +4.0% | -0.1% |
| 1Y | -1.1% | +17.4% | -18.4% | -4.3% |
| 3Y | +46.0% | +291.3% | -245.2% | +17.7% |
| 5Y | +51.8% | +241.9% | -190.1% | +21.5% |
| All | +305.6% | +321.0% | -15.4% | +177.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 10y: compounded portfolio wealth divided by compounded TPR 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…
10y analysis · Full analysis span regression · 6 months rolling