+19.6%
TMO vs WCC
+130.1%
-110.5%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.7% | -2.6% | +0.4% |
| 7D | -0.6% | +1.5% | -2.2% | -1.0% |
| 30D | +1.1% | -2.1% | +3.3% | +1.4% |
| 3M | +28.3% | +3.8% | +24.5% | +26.5% |
| 6M | +23.3% | +35.0% | -11.7% | +13.9% |
| YTD | +5.5% | +46.4% | -40.9% | -4.7% |
| 1Y | +24.5% | +63.0% | -38.4% | +9.4% |
| 3Y | +19.6% | +133.9% | -114.4% | -11.0% |
| All | +19.6% | +130.1% | -110.5% | -11.0% |
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