+124.3%
TDG vs WCC
+224.0%
-99.7%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.7% | -2.5% | +0.3% |
| 7D | -1.9% | +1.5% | -3.4% | -2.3% |
| 30D | -7.7% | -2.1% | -5.6% | -7.4% |
| 3M | -9.3% | +3.8% | -13.1% | -10.8% |
| 6M | -9.4% | +35.0% | -44.4% | -17.4% |
| YTD | -14.3% | +46.4% | -60.6% | -24.0% |
| 1Y | -11.8% | +63.0% | -74.8% | -24.6% |
| 3Y | +52.0% | +133.9% | -82.0% | +8.8% |
| All | +124.3% | +224.0% | -99.7% | +31.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 5y: compounded portfolio wealth divided by compounded WCC 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…
5y analysis · Full analysis span regression · 6 months rolling