-9.8%
TRI vs WCC
+223.5%
-233.4%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.6% | -1.9% | +1.5% |
| 7D | -7.9% | +1.4% | -9.3% | -8.0% |
| 30D | -4.5% | -2.3% | -2.2% | -4.4% |
| 3M | +22.1% | +3.7% | +18.4% | +21.3% |
| 6M | -2.8% | +34.8% | -37.6% | -7.0% |
| YTD | -23.4% | +46.1% | -69.6% | -27.8% |
| 1Y | -41.5% | +62.7% | -104.3% | -45.8% |
| 3Y | -19.2% | +133.6% | -152.8% | -31.7% |
| All | -9.8% | +223.5% | -233.4% | -29.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling