+329.9%
TFC vs WCN
+6,839.3%
-6,509.4%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.2% | +0.4% |
| 7D | +2.4% | -0.6% | +3.1% | +2.6% |
| 30D | -1.3% | +0.4% | -1.7% | -1.5% |
| 3M | +6.1% | +7.3% | -1.3% | +3.8% |
| 6M | +7.3% | -2.5% | +9.8% | +7.7% |
| YTD | +8.2% | -5.4% | +13.6% | +9.3% |
| 1Y | +14.4% | -8.5% | +22.9% | +16.5% |
| 3Y | +93.7% | +20.8% | +72.9% | +81.4% |
| 5Y | +16.4% | +30.0% | -13.6% | +6.0% |
| 10Y | +101.6% | +238.4% | -136.8% | +44.9% |
| All | +329.9% | +6,839.3% | -6,509.4% | +113.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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