+2,198.5%
WM vs TPR
+8,117.6%
-5,919.0%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +7.1% | -5.9% | 0.0% |
| 7D | +4.5% | +13.9% | -9.4% | +2.2% |
| 30D | +16.1% | +14.9% | +1.1% | +13.3% |
| 3M | +8.0% | -15.4% | +23.4% | +10.6% |
| 6M | +8.4% | -4.5% | +12.9% | +8.2% |
| YTD | +11.2% | +6.0% | +5.2% | +8.4% |
| 1Y | +22.3% | +24.3% | -2.0% | +15.7% |
| 3Y | +50.2% | +412.8% | -362.6% | +6.8% |
| 5Y | +63.3% | +258.4% | -195.2% | +19.8% |
| 10Y | +355.0% | +396.8% | -41.8% | +180.6% |
| All | +2,198.5% | +8,117.6% | -5,919.0% | +647.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling