+12,772.9%
TDG vs WCN
+1,528.3%
+11,244.6%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.7% |
| 7D | -2.7% | -4.4% | +1.7% | -0.2% |
| 30D | -9.3% | -4.4% | -4.8% | -7.0% |
| 3M | -7.1% | +0.5% | -7.5% | -7.7% |
| 6M | -11.2% | -3.3% | -7.9% | -10.5% |
| YTD | -15.3% | -8.5% | -6.8% | -12.3% |
| 1Y | -12.5% | -8.9% | -3.5% | -9.3% |
| 3Y | +51.2% | +18.0% | +33.2% | +32.8% |
| 5Y | +126.1% | +25.0% | +101.1% | +90.3% |
| 10Y | +536.2% | +234.7% | +301.5% | +209.5% |
| All | +12,772.9% | +1,528.3% | +11,244.6% | +2,438.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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