+45.9%
TEM vs WCC
+105.7%
-59.7%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.2% | -0.9% | -1.6% |
| 7D | -9.2% | +1.7% | -10.8% | -10.4% |
| 30D | +5.5% | -6.1% | +11.5% | +10.7% |
| 3M | +18.7% | +3.1% | +15.6% | +13.1% |
| 6M | +15.4% | +28.2% | -12.8% | -13.5% |
| YTD | -0.5% | +41.1% | -41.6% | -34.4% |
| 1Y | -24.8% | +61.3% | -86.1% | -58.0% |
| All | +45.9% | +105.7% | -59.7% | -41.6% |
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