+243.3%
TFC vs WCC
+1,591.2%
-1,347.9%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.3% | -3.3% | -1.0% |
| 7D | -1.2% | +3.3% | -4.5% | -2.4% |
| 30D | +7.8% | -9.4% | +17.2% | +10.0% |
| 3M | -3.0% | -10.5% | +7.5% | -1.2% |
| 6M | +5.8% | -10.4% | +16.2% | +6.7% |
| YTD | +5.3% | +34.4% | -29.1% | -7.1% |
| 1Y | +15.7% | +27.7% | -12.0% | +3.5% |
| 3Y | +94.8% | +137.9% | -43.1% | +38.4% |
| 5Y | 0.0% | +147.0% | -147.0% | -31.9% |
| 10Y | +79.0% | +442.5% | -363.5% | -10.1% |
| All | +243.3% | +1,591.2% | -1,347.9% | +13.6% |
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 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