-7.9%
TDY vs WCN
-3.0%
-4.8%
-13.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.3% |
| 7D | -1.1% | -3.1% | +2.0% | -1.6% |
| 30D | -12.0% | -3.4% | -8.7% | -12.5% |
| 3M | -3.2% | +3.0% | -6.2% | -3.4% |
| 6M | -7.9% | -3.8% | -4.1% | -7.5% |
| All | -7.9% | -3.0% | -4.8% | -7.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling