-9.8%
TRI vs WCN
+24.9%
-34.8%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.6% |
| 7D | -7.9% | -3.1% | -4.8% | -6.1% |
| 30D | -4.5% | -3.4% | -1.1% | -2.4% |
| 3M | +22.1% | +3.0% | +19.1% | +20.9% |
| 6M | -2.8% | -3.8% | +1.0% | -0.3% |
| YTD | -23.4% | -8.3% | -15.1% | -19.3% |
| 1Y | -41.5% | -9.7% | -31.8% | -38.0% |
| 3Y | -19.2% | +17.2% | -36.4% | -26.2% |
| All | -9.8% | +24.9% | -34.8% | -22.0% |
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