+47.5%
TDY vs WCC
+130.1%
-82.5%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.7% | -2.5% | +0.3% |
| 7D | -1.1% | +1.5% | -2.7% | -1.5% |
| 30D | -12.0% | -2.1% | -9.9% | -11.7% |
| 3M | -3.2% | +3.8% | -7.0% | -4.6% |
| 6M | -7.9% | +35.0% | -42.8% | -15.3% |
| YTD | +18.2% | +46.4% | -28.1% | +6.5% |
| 1Y | +6.7% | +63.0% | -56.3% | -6.6% |
| 3Y | +47.5% | +133.9% | -86.4% | +11.4% |
| All | +47.5% | +130.1% | -82.5% | +11.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling