+104.7%
TNA vs WCC
+130.1%
-25.4%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.7% | -2.7% | -2.6% |
| 7D | -7.3% | +1.5% | -8.8% | -8.8% |
| 30D | -14.2% | -2.1% | -12.0% | -13.0% |
| 3M | -4.6% | +3.8% | -8.4% | -10.5% |
| 6M | +36.9% | +35.0% | +1.9% | -2.7% |
| YTD | +42.5% | +46.4% | -3.8% | -7.5% |
| 1Y | +45.8% | +63.0% | -17.2% | -16.4% |
| 3Y | +104.7% | +133.9% | -29.3% | -29.2% |
| All | +104.7% | +130.1% | -25.4% | -29.2% |
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