+134.4%
WM vs TXG
+9.8%
+124.6%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.1% | -4.2% | -2.1% |
| 7D | +1.2% | -15.4% | +16.7% | +1.5% |
| 30D | +13.1% | -22.1% | +35.2% | +13.6% |
| 3M | +3.6% | +30.0% | -26.4% | +2.3% |
| 6M | +8.1% | +160.7% | -152.6% | +3.8% |
| YTD | +8.9% | +263.5% | -254.6% | +3.0% |
| 1Y | +20.3% | +356.0% | -335.7% | +12.5% |
| 3Y | +46.2% | +53.4% | -7.2% | +41.2% |
| 5Y | +59.9% | -66.7% | +126.6% | +64.9% |
| All | +134.4% | +9.8% | +124.6% | +101.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling