-10.1%
TSLQ vs WCC
+36.6%
-46.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +3.9% | +8.1% | +15.2% |
| 7D | -5.8% | +4.5% | -10.3% | -2.2% |
| 30D | -22.1% | -5.8% | -16.3% | -25.4% |
| 3M | +10.1% | -3.7% | +13.7% | +13.2% |
| All | -10.1% | +36.6% | -46.7% | +30.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling