+46.9%
WCN vs TMF
-88.4%
+135.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +23.6% |
| 3M | +14.2% | -2.7% | +16.9% | +14.3% |
| 6M | +25.7% | -13.2% | +38.9% | +26.4% |
| YTD | +9.3% | -16.7% | +26.0% | +10.0% |
| 1Y | +15.3% | -22.7% | +38.0% | +16.6% |
| 3Y | +48.6% | -26.1% | +74.7% | +49.5% |
| 5Y | +46.9% | -88.4% | +135.3% | +47.5% |
| All | +46.9% | -88.4% | +135.3% | +47.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling