+411.0%
TSM vs WCN
+19.6%
+391.3%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.0% | +3.4% | +2.3% |
| 7D | +6.0% | -0.4% | +6.5% | +6.0% |
| 30D | +4.5% | -2.1% | +6.6% | +4.3% |
| 3M | +3.1% | +6.4% | -3.3% | +3.0% |
| 6M | +30.2% | -3.7% | +33.9% | +31.1% |
| YTD | +45.2% | -6.4% | +51.6% | +46.5% |
| 1Y | +79.6% | -7.9% | +87.5% | +81.9% |
| 3Y | +411.0% | +20.8% | +390.2% | +389.5% |
| All | +411.0% | +19.6% | +391.3% | +389.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling