-16.7%
TRI vs WCN
+16.1%
-32.7%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +2.8% | +3.6% | +4.2% |
| 7D | +1.0% | +6.7% | -5.7% | -3.8% |
| 30D | +20.8% | +24.3% | -3.6% | +2.6% |
| 3M | +8.1% | +16.1% | -8.0% | -2.8% |
| 6M | +24.2% | +19.9% | +4.2% | +9.8% |
| YTD | -7.8% | +10.1% | -17.9% | -13.4% |
| 1Y | -16.7% | +14.4% | -31.1% | -23.8% |
| All | -16.7% | +16.1% | -32.7% | -23.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling