+1,707.0%
TSM vs WCN
+318.3%
+1,388.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.6% | +3.7% | +4.1% |
| 7D | +4.4% | +0.4% | +4.0% | +4.3% |
| 30D | -7.0% | +25.3% | -32.3% | -13.5% |
| 3M | -1.8% | +15.4% | -17.2% | -6.4% |
| 6M | +2.7% | +27.8% | -25.2% | -6.4% |
| YTD | +37.1% | +10.6% | +26.5% | +31.2% |
| 1Y | +43.5% | +15.8% | +27.7% | +34.5% |
| 3Y | +341.5% | +50.3% | +291.3% | +258.3% |
| 5Y | +278.9% | +46.9% | +231.9% | +204.9% |
| All | +1,707.0% | +318.3% | +1,388.7% | +824.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling