+29.0%
WCN vs TMF
-87.6%
+116.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -1.0% |
| 7D | -0.4% | +1.0% | -1.4% | -0.5% |
| 30D | -2.1% | -1.8% | -0.3% | -2.1% |
| 3M | +6.4% | -8.2% | +14.6% | +6.8% |
| 6M | -3.7% | -19.5% | +15.8% | -2.8% |
| YTD | -6.4% | -16.0% | +9.6% | -5.7% |
| 1Y | -7.9% | -22.5% | +14.5% | -6.9% |
| 3Y | +20.8% | -42.3% | +63.1% | +22.5% |
| 5Y | +29.0% | -87.7% | +116.7% | +32.1% |
| All | +29.0% | -87.6% | +116.6% | +32.1% |
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