+4,228.4%
TT vs WCN
+7,873.9%
-3,645.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.4% | +3.7% | +2.8% |
| 7D | -2.0% | +2.9% | -4.9% | -2.9% |
| 30D | -14.0% | +22.1% | -36.1% | -19.5% |
| 3M | -15.9% | +13.2% | -29.0% | -19.5% |
| 6M | -17.3% | +23.7% | -41.0% | -23.3% |
| YTD | +4.0% | +8.7% | -4.8% | -0.1% |
| 1Y | -7.1% | +15.3% | -22.5% | -12.4% |
| 3Y | +90.2% | +46.0% | +44.2% | +66.2% |
| 5Y | +131.1% | +45.9% | +85.2% | +101.8% |
| 10Y | +777.7% | +311.1% | +466.7% | +475.8% |
| All | +4,228.4% | +7,873.9% | -3,645.5% | +1,671.1% |
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