+116.3%
WM vs TXG
+16.0%
+100.3%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -1.2% |
| 7D | -0.3% | +1.8% | -2.1% | -0.4% |
| 30D | -2.4% | +32.0% | -34.4% | -3.3% |
| 3M | +0.4% | +87.0% | -86.6% | -1.9% |
| 6M | -9.5% | +180.1% | -189.5% | -13.1% |
| YTD | +0.5% | +284.1% | -283.6% | -4.7% |
| 1Y | -1.1% | +361.7% | -362.8% | -7.3% |
| 3Y | +46.0% | +15.9% | +30.1% | +44.1% |
| 5Y | +51.8% | -66.2% | +118.0% | +57.2% |
| All | +116.3% | +16.0% | +100.3% | +86.2% |
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