+66.2%
TSM vs WCN
-9.4%
+75.6%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.6% | -2.2% |
| 7D | +2.6% | -4.4% | +7.1% | +0.7% |
| 30D | +1.4% | -4.4% | +5.9% | -0.5% |
| 3M | +5.0% | +0.5% | +4.5% | +5.3% |
| 6M | +24.0% | -3.3% | +27.2% | +24.3% |
| YTD | +41.6% | -8.5% | +50.1% | +39.5% |
| 1Y | +66.2% | -8.9% | +75.1% | +69.7% |
| All | +66.2% | -9.4% | +75.6% | +69.7% |
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