-23.0%
TNA vs WCN
+24.9%
-48.0%
-82.4%
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% | +0.9% |
| 7D | -7.3% | -3.1% | -4.2% | -4.4% |
| 30D | -14.2% | -3.4% | -10.8% | -11.3% |
| 3M | -4.6% | +3.0% | -7.5% | -9.2% |
| 6M | +36.9% | -3.8% | +40.7% | +37.0% |
| YTD | +42.5% | -8.3% | +50.9% | +49.9% |
| 1Y | +45.8% | -9.7% | +55.5% | +54.7% |
| 3Y | +104.7% | +17.2% | +87.5% | +42.0% |
| All | -23.0% | +24.9% | -48.0% | -53.6% |
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