+302.9%
WM vs TRI
+190.0%
+112.9%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.5% | +5.9% | +1.4% |
| 7D | -0.9% | -7.1% | +6.2% | +1.2% |
| 30D | -4.3% | -2.3% | -2.0% | -4.0% |
| 3M | +0.8% | +19.6% | -18.8% | -5.9% |
| 6M | -10.8% | -8.7% | -2.0% | -9.7% |
| YTD | -0.1% | -22.3% | +22.2% | +6.8% |
| 1Y | +1.0% | -40.7% | +41.7% | +20.0% |
| 3Y | +45.1% | -17.8% | +62.9% | +46.5% |
| 5Y | +52.1% | -8.5% | +60.6% | +44.3% |
| 10Y | +302.9% | +192.6% | +110.4% | +158.2% |
| All | +302.9% | +190.0% | +112.9% | +158.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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