+135.5%
WM vs TXG
+16.5%
+119.0%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.3% | +3.6% | +0.4% |
| 7D | +1.2% | -3.7% | +4.8% | +1.2% |
| 30D | +13.7% | -22.0% | +35.7% | +14.2% |
| 3M | +5.2% | +7.4% | -2.2% | +4.5% |
| 6M | +11.2% | +191.2% | -180.0% | +6.4% |
| YTD | +9.4% | +285.7% | -276.2% | +3.3% |
| 1Y | +20.4% | +268.3% | -247.9% | +13.7% |
| 3Y | +44.7% | +77.3% | -32.6% | +38.9% |
| 5Y | +58.5% | -62.3% | +120.8% | +62.5% |
| All | +135.5% | +16.5% | +119.0% | +101.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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