+328.6%
TMO vs WCC
+541.6%
-213.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.7% | -2.6% | +0.5% |
| 7D | -0.6% | +1.5% | -2.2% | -0.9% |
| 30D | +1.1% | -2.1% | +3.3% | +1.3% |
| 3M | +28.3% | +3.8% | +24.5% | +26.7% |
| 6M | +23.3% | +35.0% | -11.7% | +15.5% |
| YTD | +5.5% | +46.4% | -40.9% | -2.9% |
| 1Y | +24.5% | +63.0% | -38.4% | +12.2% |
| 3Y | +19.6% | +133.9% | -114.4% | -1.7% |
| 5Y | +8.1% | +226.5% | -218.4% | -17.7% |
| All | +328.6% | +541.6% | -213.0% | +180.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling