+146.0%
TT vs WCN
+32.3%
+113.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +1.3% |
| 7D | 0.0% | -0.6% | +0.6% | +0.3% |
| 30D | -7.2% | +0.4% | -7.6% | -7.4% |
| 3M | -3.0% | +7.3% | -10.3% | -6.6% |
| 6M | +1.4% | -2.5% | +3.9% | +1.7% |
| YTD | +15.9% | -5.4% | +21.3% | +17.8% |
| 1Y | +9.4% | -8.5% | +17.9% | +13.0% |
| 3Y | +124.4% | +20.8% | +103.6% | +92.3% |
| All | +146.0% | +32.3% | +113.7% | +93.7% |
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