+51.6%
WCN vs TMF
-32.2%
+83.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | +0.2% |
| 7D | +2.6% | -9.3% | +11.9% | +3.6% |
| 30D | +23.9% | +1.9% | +22.0% | +23.8% |
| 3M | +17.4% | -11.2% | +28.6% | +18.5% |
| 6M | +28.0% | -17.7% | +45.7% | +29.9% |
| YTD | +11.6% | -24.5% | +36.0% | +13.9% |
| 1Y | +16.9% | -29.4% | +46.3% | +20.0% |
| 3Y | +51.6% | -33.4% | +85.0% | +51.6% |
| All | +51.6% | -32.2% | +83.8% | +51.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling