+63.3%
WM vs TPR
+255.9%
-192.7%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +7.1% | -5.9% | +0.8% |
| 7D | +4.5% | +13.9% | -9.4% | +3.9% |
| 30D | +16.1% | +14.9% | +1.1% | +15.3% |
| 3M | +8.0% | -15.4% | +23.4% | +8.6% |
| 6M | +8.4% | -4.5% | +12.9% | +8.3% |
| YTD | +11.2% | +6.0% | +5.2% | +10.4% |
| 1Y | +22.3% | +24.3% | -2.0% | +20.3% |
| 3Y | +50.2% | +412.8% | -362.6% | +34.8% |
| 5Y | +63.3% | +258.4% | -195.2% | +48.9% |
| All | +63.3% | +255.9% | -192.7% | +48.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling