-26.6%
TMF vs WCC
+26.8%
-53.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.3% | -3.3% | -0.1% |
| 7D | -3.4% | +3.3% | -6.7% | -3.6% |
| 30D | +11.5% | -9.4% | +20.9% | +12.1% |
| 3M | -4.5% | -10.5% | +6.0% | -4.0% |
| 6M | -15.0% | -10.4% | -4.6% | -15.0% |
| YTD | -19.9% | +34.4% | -54.3% | -25.5% |
| 1Y | -26.6% | +27.7% | -54.2% | -30.6% |
| All | -26.6% | +26.8% | -53.4% | -30.6% |
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 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