+3,833.6%
TMO vs WCC
+1,734.6%
+2,099.0%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.7% | +0.7% |
| 7D | -0.5% | +6.8% | -7.3% | -1.7% |
| 30D | +1.0% | -3.0% | +4.0% | +1.4% |
| 3M | +22.7% | +0.2% | +22.5% | +21.8% |
| 6M | +19.0% | +33.2% | -14.2% | +11.4% |
| YTD | +4.7% | +45.8% | -41.1% | -3.9% |
| 1Y | +26.0% | +68.4% | -42.4% | +12.2% |
| 3Y | +18.0% | +131.1% | -113.1% | -4.0% |
| 5Y | +8.0% | +225.6% | -217.6% | -19.9% |
| 10Y | +333.8% | +534.2% | -200.4% | +160.6% |
| All | +3,833.6% | +1,734.6% | +2,099.0% | +1,533.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling