-24.7%
TMF vs WCC
+106.2%
-130.9%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -9.6% | +10.1% | +1.1% |
| 7D | +2.7% | -21.9% | +24.6% | +4.1% |
| 30D | +19.3% | -25.4% | +44.7% | +21.3% |
| 3M | -3.7% | -23.1% | +19.4% | -2.4% |
| 6M | -11.3% | -18.1% | +6.7% | -10.7% |
| YTD | -16.6% | +17.7% | -34.3% | -18.2% |
| 1Y | -21.1% | +12.4% | -33.5% | -22.4% |
| All | -24.7% | +106.2% | -130.9% | -37.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling