+41.0%
TDY vs WCN
+24.9%
+16.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.1% |
| 7D | -1.1% | -3.1% | +2.0% | +0.1% |
| 30D | -12.0% | -3.4% | -8.7% | -10.9% |
| 3M | -3.2% | +3.0% | -6.2% | -5.0% |
| 6M | -7.9% | -3.8% | -4.1% | -7.2% |
| YTD | +18.2% | -8.3% | +26.5% | +21.6% |
| 1Y | +6.7% | -9.7% | +16.4% | +10.3% |
| 3Y | +47.5% | +17.2% | +30.4% | +29.0% |
| All | +41.0% | +24.9% | +16.1% | +15.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling