-22.6%
TMF vs WCC
+23.3%
-45.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +8.1% | -8.1% | -0.4% |
| 7D | +0.6% | -5.7% | +6.3% | +0.8% |
| 30D | +16.3% | -13.5% | +29.8% | +17.3% |
| 3M | -2.7% | -12.9% | +10.2% | -2.1% |
| 6M | -13.2% | -10.7% | -2.5% | -13.3% |
| YTD | -16.7% | +30.0% | -46.7% | -22.2% |
| All | -22.6% | +23.3% | -45.9% | -26.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling