+336.4%
WM vs TPR
+383.4%
-47.0%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.1% | -2.0% |
| 7D | +1.2% | +14.2% | -13.0% | -0.4% |
| 30D | +13.1% | +17.1% | -4.0% | +11.0% |
| 3M | +3.6% | -17.7% | +21.3% | +5.6% |
| 6M | +8.1% | -10.2% | +18.3% | +8.8% |
| YTD | +8.9% | +4.9% | +4.0% | +7.1% |
| 1Y | +20.3% | +36.1% | -15.8% | +14.5% |
| 3Y | +46.2% | +416.5% | -370.3% | +13.5% |
| 5Y | +59.9% | +254.8% | -194.9% | +27.9% |
| All | +336.4% | +383.4% | -47.0% | +198.7% |
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