+6,969.6%
TDY vs WCN
+5,950.7%
+1,018.9%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.6% |
| 7D | -1.9% | -4.4% | +2.5% | -0.3% |
| 30D | -12.5% | -4.4% | -8.1% | -11.1% |
| 3M | -0.8% | +0.5% | -1.3% | -1.4% |
| 6M | -9.0% | -3.3% | -5.7% | -8.6% |
| YTD | +16.8% | -8.5% | +25.3% | +19.3% |
| 1Y | +9.5% | -8.9% | +18.4% | +11.9% |
| 3Y | +45.4% | +18.0% | +27.4% | +34.1% |
| 5Y | +37.8% | +25.0% | +12.8% | +24.3% |
| 10Y | +470.2% | +234.7% | +235.5% | +268.3% |
| All | +6,969.6% | +5,950.7% | +1,018.9% | +2,440.9% |
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