+1,448.8%
WCN vs TMF
-68.9%
+1,517.7%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.5% | -1.1% |
| 7D | -0.6% | -1.4% | +0.8% | -0.7% |
| 30D | +0.4% | -2.8% | +3.3% | +0.3% |
| 3M | +7.3% | -10.9% | +18.2% | +6.6% |
| 6M | -2.5% | -21.3% | +18.8% | -3.8% |
| YTD | -5.4% | -15.9% | +10.5% | -6.2% |
| 1Y | -8.5% | -15.7% | +7.3% | -9.2% |
| 3Y | +20.8% | -43.4% | +64.2% | +17.8% |
| 5Y | +30.0% | -87.8% | +117.8% | +12.2% |
| 10Y | +238.4% | -86.7% | +325.1% | +206.7% |
| All | +1,448.8% | -68.9% | +1,517.7% | +1,636.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling