+750.6%
TT vs WCC
+492.1%
+258.6%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +8.1% | -3.4% | +2.0% |
| 7D | +1.7% | -5.7% | +7.4% | +3.4% |
| 30D | -11.8% | -13.5% | +1.6% | -8.0% |
| 3M | -12.6% | -12.9% | +0.3% | -9.3% |
| 6M | -9.4% | -10.7% | +1.3% | -7.1% |
| YTD | +8.8% | +30.0% | -21.2% | -1.9% |
| 1Y | -2.5% | +24.7% | -27.2% | -11.1% |
| 3Y | +95.7% | +136.6% | -40.9% | +36.8% |
| 5Y | +135.7% | +143.9% | -8.2% | +54.6% |
| 10Y | +750.6% | +465.9% | +284.7% | +268.8% |
| All | +750.6% | +492.1% | +258.6% | +268.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 10y: compounded portfolio wealth divided by compounded WCC 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…
10y analysis · Full analysis span regression · 6 months rolling