+59.7%
WM vs TRI
+5.0%
+54.7%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.7% | +2.6% | -1.0% |
| 7D | +1.2% | -4.8% | +6.0% | +2.1% |
| 30D | +13.1% | +13.4% | -0.3% | +9.9% |
| 3M | +3.6% | +13.1% | -9.5% | +0.4% |
| 6M | +8.1% | +24.4% | -16.3% | +1.5% |
| YTD | +8.9% | -11.4% | +20.3% | +12.7% |
| 1Y | +20.3% | -15.6% | +35.9% | +26.5% |
| 3Y | +46.2% | -6.5% | +52.6% | +42.3% |
| All | +59.7% | +5.0% | +54.7% | +48.0% |
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