+252.8%
TFC vs WCC
+1,713.7%
-1,461.0%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.9% | -3.8% | -1.1% |
| 7D | +2.4% | +4.5% | -2.1% | +1.0% |
| 30D | -1.3% | -5.8% | +4.5% | +0.2% |
| 3M | +6.1% | -3.7% | +9.7% | +6.1% |
| 6M | +7.3% | +23.1% | -15.7% | -1.1% |
| YTD | +8.2% | +44.2% | -36.0% | -5.3% |
| 1Y | +14.4% | +62.1% | -47.7% | -4.0% |
| 3Y | +93.7% | +121.1% | -27.4% | +42.3% |
| 5Y | +16.4% | +214.0% | -197.6% | -25.3% |
| 10Y | +101.6% | +472.8% | -371.2% | +0.5% |
| All | +252.8% | +1,713.7% | -1,461.0% | +15.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling