+238.5%
WCN vs TMF
-86.2%
+324.7%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.5% | -1.2% |
| 7D | -1.7% | -0.9% | -0.8% | -1.7% |
| 30D | -3.0% | -1.0% | -2.0% | -3.0% |
| 3M | +2.5% | -11.3% | +13.8% | +2.4% |
| 6M | -5.7% | -22.7% | +17.0% | -6.0% |
| YTD | -7.4% | -17.3% | +9.9% | -7.7% |
| 1Y | -8.6% | -22.5% | +13.9% | -8.9% |
| 3Y | +19.4% | -43.2% | +62.6% | +18.4% |
| 5Y | +27.2% | -88.3% | +115.5% | +15.2% |
| 10Y | +238.5% | -86.0% | +324.5% | +215.0% |
| All | +238.5% | -86.2% | +324.7% | +215.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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