+53.9%
WM vs TRI
-1.9%
+55.9%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.4% | +4.2% | 0.0% |
| 7D | -0.3% | -0.5% | +0.2% | -0.2% |
| 30D | -2.4% | +7.9% | -10.2% | -4.2% |
| 3M | +0.4% | +24.1% | -23.6% | -5.1% |
| 6M | -9.5% | +3.8% | -13.3% | -11.2% |
| YTD | +0.5% | -16.9% | +17.4% | +5.8% |
| 1Y | -1.1% | -38.4% | +37.3% | +15.5% |
| 3Y | +46.0% | -12.2% | +58.2% | +44.5% |
| All | +53.9% | -1.9% | +55.9% | +41.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling