-22.5%
TMF vs WCC
+64.4%
-86.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.5% | -2.6% | -0.3% |
| 7D | +1.0% | +8.5% | -7.5% | +0.4% |
| 30D | -1.8% | -1.0% | -0.9% | -1.8% |
| 3M | -8.2% | +2.1% | -10.4% | -8.7% |
| 6M | -19.5% | +36.8% | -56.3% | -20.1% |
| YTD | -16.0% | +47.7% | -63.7% | -16.4% |
| 1Y | -22.5% | +66.5% | -89.0% | -20.4% |
| All | -22.5% | +64.4% | -86.9% | -20.4% |
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