+1,239.7%
TNA vs WCN
+1,101.2%
+138.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.2% | -3.0% | -2.2% |
| 7D | -3.6% | -1.7% | -1.9% | -0.8% |
| 30D | -10.1% | -3.0% | -7.1% | -5.6% |
| 3M | +2.7% | +2.5% | +0.2% | -5.6% |
| 6M | +38.4% | -5.7% | +44.1% | +39.9% |
| YTD | +45.4% | -7.4% | +52.9% | +49.3% |
| 1Y | +55.9% | -8.6% | +64.6% | +60.3% |
| 3Y | +109.8% | +19.4% | +90.4% | +24.6% |
| 5Y | -22.5% | +27.2% | -49.7% | -58.4% |
| 10Y | +87.5% | +238.5% | -151.0% | -80.8% |
| All | +1,239.7% | +1,101.2% | +138.5% | -88.9% |
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