+277.6%
TSM vs WCN
+25.5%
+252.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.6% | -1.6% |
| 7D | +2.6% | -4.4% | +7.1% | +3.1% |
| 30D | +1.4% | -4.4% | +5.9% | +1.9% |
| 3M | +5.0% | +0.5% | +4.5% | +4.4% |
| 6M | +24.0% | -3.3% | +27.2% | +24.0% |
| YTD | +41.6% | -8.5% | +50.1% | +43.4% |
| 1Y | +66.2% | -8.9% | +75.1% | +68.2% |
| 3Y | +398.2% | +18.0% | +380.2% | +353.8% |
| 5Y | +277.6% | +25.0% | +252.6% | +225.3% |
| All | +277.6% | +25.5% | +252.2% | +225.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling