+127.9%
TT vs WCC
+117.0%
+10.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.2% | +0.2% | +1.7% |
| 7D | -2.0% | -14.7% | +12.7% | +2.7% |
| 30D | -14.0% | -20.1% | +6.0% | -8.3% |
| 3M | -15.9% | -21.2% | +5.3% | -10.1% |
| 6M | -17.3% | -19.2% | +1.8% | -12.7% |
| YTD | +4.0% | +20.2% | -16.3% | -3.2% |
| 1Y | -7.1% | +14.5% | -21.6% | -12.3% |
| 3Y | +90.2% | +115.1% | -24.9% | +40.5% |
| All | +127.9% | +117.0% | +10.9% | +56.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling