0.0%
TFC vs WCC
+153.2%
-153.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.3% | -3.3% | -1.1% |
| 7D | -1.2% | +3.3% | -4.5% | -2.5% |
| 30D | +7.8% | -9.4% | +17.2% | +10.2% |
| 3M | -3.0% | -10.5% | +7.5% | -1.0% |
| 6M | +5.8% | -10.4% | +16.2% | +6.7% |
| YTD | +5.3% | +34.4% | -29.1% | -10.0% |
| 1Y | +15.7% | +27.7% | -12.0% | +0.6% |
| 3Y | +94.8% | +137.9% | -43.1% | +23.8% |
| 5Y | 0.0% | +147.0% | -147.0% | -40.5% |
| All | 0.0% | +153.2% | -153.2% | -40.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling