+1,305.5%
WM vs TRI
+561.6%
+743.9%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.4% | +4.2% | +0.6% |
| 7D | -0.3% | -0.5% | +0.2% | -0.2% |
| 30D | -2.4% | +7.9% | -10.2% | -5.1% |
| 3M | +0.4% | +24.1% | -23.6% | -7.7% |
| 6M | -9.5% | +3.8% | -13.3% | -12.6% |
| YTD | +0.5% | -16.9% | +17.4% | +3.6% |
| 1Y | -1.1% | -38.4% | +37.3% | +13.4% |
| 3Y | +46.0% | -12.2% | +58.2% | +44.7% |
| 5Y | +51.8% | -1.8% | +53.6% | +43.1% |
| 10Y | +307.5% | +207.6% | +99.9% | +151.1% |
| All | +1,305.5% | +561.6% | +743.9% | +470.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling