+513.1%
TRI vs WCN
+2,657.7%
-2,144.6%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | -1.3% |
| 7D | -8.4% | -1.7% | -6.7% | -7.6% |
| 30D | -6.5% | -3.0% | -3.5% | -5.1% |
| 3M | +18.6% | +2.5% | +16.0% | +17.7% |
| 6M | -10.4% | -5.7% | -4.8% | -8.0% |
| YTD | -23.7% | -7.4% | -16.3% | -21.0% |
| 1Y | -42.5% | -8.6% | -33.8% | -40.2% |
| 3Y | -19.3% | +19.4% | -38.7% | -25.2% |
| 5Y | -9.7% | +27.2% | -36.9% | -18.8% |
| 10Y | +194.4% | +238.5% | -44.1% | +80.9% |
| All | +513.1% | +2,657.7% | -2,144.6% | +69.6% |
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 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