+309.3%
TEL vs WCC
+541.6%
-232.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.7% | -0.2% | +2.1% |
| 7D | +1.6% | +1.5% | +0.1% | +0.9% |
| 30D | -0.7% | -2.1% | +1.5% | 0.0% |
| 3M | +2.4% | +3.8% | -1.4% | +0.1% |
| 6M | +4.1% | +35.0% | -30.8% | -8.5% |
| YTD | -5.8% | +46.4% | -52.2% | -20.3% |
| 1Y | +0.9% | +63.0% | -62.1% | -18.5% |
| 3Y | +72.6% | +133.9% | -61.3% | +12.8% |
| 5Y | +57.5% | +226.5% | -169.0% | -15.8% |
| All | +309.3% | +541.6% | -232.3% | +34.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling