+17,303.0%
TSM vs WCN
+8,007.2%
+9,295.8%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -13.3% |
| 3M | -1.8% | +15.4% | -17.2% | -6.3% |
| 6M | +2.7% | +27.8% | -25.2% | -5.5% |
| YTD | +37.1% | +10.6% | +26.5% | +30.9% |
| 1Y | +43.5% | +15.8% | +27.7% | +34.9% |
| 3Y | +341.5% | +50.3% | +291.3% | +279.9% |
| 5Y | +278.9% | +46.9% | +231.9% | +225.7% |
| 10Y | +1,641.8% | +318.8% | +1,323.0% | +997.2% |
| All | +17,303.0% | +8,007.2% | +9,295.8% | +5,288.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling