+298.1%
WCN vs TMF
-83.0%
+381.1%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | +1.2% | +0.6% | +0.6% | +1.2% |
| 30D | +24.6% | +16.3% | +8.3% | +24.8% |
| 3M | +14.2% | -2.7% | +16.9% | +14.1% |
| 6M | +25.7% | -13.2% | +38.9% | +25.4% |
| YTD | +9.3% | -16.7% | +26.0% | +9.0% |
| 1Y | +15.3% | -22.7% | +38.0% | +14.9% |
| 3Y | +48.6% | -26.1% | +74.7% | +48.6% |
| 5Y | +46.9% | -88.4% | +135.3% | +32.3% |
| 10Y | +298.1% | -81.8% | +380.0% | +272.7% |
| All | +298.1% | -83.0% | +381.1% | +272.7% |
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