+115.1%
WM vs TXG
+21.5%
+93.6%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.7% | -5.3% | -0.7% |
| 7D | -0.9% | +9.4% | -10.3% | -1.2% |
| 30D | -4.3% | +26.1% | -30.4% | -5.1% |
| 3M | +0.8% | +124.8% | -124.1% | -2.2% |
| 6M | -10.8% | +215.2% | -226.0% | -14.6% |
| YTD | -0.1% | +302.2% | -302.3% | -5.4% |
| 1Y | +1.0% | +370.9% | -369.9% | -5.3% |
| 3Y | +45.1% | +38.5% | +6.6% | +41.9% |
| 5Y | +52.1% | -64.4% | +116.5% | +57.2% |
| All | +115.1% | +21.5% | +93.6% | +84.9% |
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