+17,909.8%
TSM vs WCN
+6,839.3%
+11,070.4%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.2% | +4.0% | +3.2% |
| 7D | +2.7% | -0.6% | +3.4% | +2.9% |
| 30D | +3.6% | +0.4% | +3.2% | +3.4% |
| 3M | -3.4% | +7.3% | -10.7% | -6.0% |
| 6M | +20.6% | -2.5% | +23.1% | +20.2% |
| YTD | +41.9% | -5.4% | +47.2% | +42.4% |
| 1Y | +84.4% | -8.5% | +92.8% | +86.2% |
| 3Y | +380.2% | +20.8% | +359.4% | +342.1% |
| 5Y | +275.3% | +30.0% | +245.3% | +235.6% |
| 10Y | +1,751.4% | +238.4% | +1,513.0% | +1,146.1% |
| All | +17,909.8% | +6,839.3% | +11,070.4% | +5,763.5% |
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 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