+4,433.8%
TT vs WCN
+7,961.2%
-3,527.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | -0.1% |
| 7D | +0.8% | +2.6% | -1.8% | 0.0% |
| 30D | -11.8% | +25.3% | -37.1% | -18.1% |
| 3M | -11.6% | +15.2% | -26.8% | -15.8% |
| 6M | -9.3% | +26.4% | -35.7% | -16.4% |
| YTD | +8.9% | +9.9% | -1.0% | +4.3% |
| 1Y | -2.2% | +16.2% | -18.4% | -8.0% |
| 3Y | +91.9% | +49.4% | +42.5% | +66.4% |
| 5Y | +136.0% | +46.2% | +89.8% | +105.9% |
| 10Y | +734.7% | +305.7% | +429.0% | +449.3% |
| All | +4,433.8% | +7,961.2% | -3,527.4% | +1,749.2% |
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