-13.4%
TMF vs WCC
-17.8%
+4.3%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.2% | -2.3% | -0.2% |
| 7D | +1.2% | -14.7% | +15.9% | +1.7% |
| 30D | +19.7% | -20.1% | +39.8% | +21.0% |
| 3M | -2.1% | -21.2% | +19.1% | -1.0% |
| 6M | -13.4% | -19.2% | +5.7% | -12.7% |
| All | -13.4% | -17.8% | +4.3% | -12.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling