+10.6%
TMO vs WCN
+24.9%
-14.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.0% |
| 7D | -0.6% | -3.1% | +2.5% | +0.5% |
| 30D | +1.1% | -3.4% | +4.5% | +2.4% |
| 3M | +28.3% | +3.0% | +25.4% | +26.9% |
| 6M | +23.3% | -3.8% | +27.0% | +24.5% |
| YTD | +5.5% | -8.3% | +13.8% | +8.5% |
| 1Y | +24.5% | -9.7% | +34.3% | +28.9% |
| 3Y | +19.6% | +17.2% | +2.4% | +7.0% |
| All | +10.6% | +24.9% | -14.3% | -7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 5y: compounded portfolio wealth divided by compounded WCN 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…
5y analysis · Full analysis span regression · 6 months rolling