+2,008.2%
TMO vs WCN
+6,610.8%
-4,602.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | -0.1% |
| 7D | -2.5% | -4.4% | +2.0% | -1.3% |
| 30D | -0.3% | -4.4% | +4.1% | +0.9% |
| 3M | +25.3% | +0.5% | +24.8% | +25.0% |
| 6M | +20.9% | -3.3% | +24.1% | +21.3% |
| YTD | +4.3% | -8.5% | +12.8% | +6.1% |
| 1Y | +27.0% | -8.9% | +36.0% | +29.3% |
| 3Y | +17.5% | +18.0% | -0.5% | +11.1% |
| 5Y | +6.9% | +25.0% | -18.1% | -0.5% |
| 10Y | +332.0% | +234.7% | +97.3% | +219.1% |
| All | +2,008.2% | +6,610.8% | -4,602.5% | +944.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling