+283.6%
TJX vs WCN
+235.9%
+47.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.4% |
| 7D | -4.6% | -3.1% | -1.5% | -3.1% |
| 30D | -17.2% | -3.4% | -13.8% | -15.8% |
| 3M | -24.9% | +3.0% | -27.9% | -26.2% |
| 6M | -19.7% | -3.8% | -15.9% | -18.7% |
| YTD | -17.2% | -8.3% | -8.9% | -14.6% |
| 1Y | -9.4% | -9.7% | +0.3% | -6.0% |
| 3Y | +43.1% | +17.2% | +25.9% | +26.1% |
| 5Y | +96.7% | +25.3% | +71.4% | +63.5% |
| All | +283.6% | +235.9% | +47.8% | +102.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling