+283.6%
TJX vs WCC
+541.6%
-258.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.7% | -4.0% | -1.2% |
| 7D | -4.6% | +1.5% | -6.1% | -5.0% |
| 30D | -17.2% | -2.1% | -15.0% | -16.9% |
| 3M | -24.9% | +3.8% | -28.7% | -26.4% |
| 6M | -19.7% | +35.0% | -54.6% | -27.0% |
| YTD | -17.2% | +46.4% | -63.6% | -26.8% |
| 1Y | -9.4% | +63.0% | -72.4% | -22.7% |
| 3Y | +43.1% | +133.9% | -90.9% | +3.3% |
| 5Y | +96.7% | +226.5% | -129.8% | +20.4% |
| All | +283.6% | +541.6% | -258.0% | +54.5% |
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 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