+247.4%
A vs WCN
+235.9%
+11.5%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.2% | +2.5% | +2.6% |
| 7D | -2.6% | -3.1% | +0.5% | -1.0% |
| 30D | -0.9% | -3.4% | +2.5% | +0.9% |
| 3M | +13.6% | +3.0% | +10.7% | +11.6% |
| 6M | +27.8% | -3.8% | +31.6% | +29.1% |
| YTD | +8.6% | -8.3% | +16.9% | +12.3% |
| 1Y | +16.9% | -9.7% | +26.6% | +21.6% |
| 3Y | +32.9% | +17.2% | +15.8% | +15.4% |
| 5Y | -14.1% | +25.3% | -39.4% | -29.4% |
| All | +247.4% | +235.9% | +11.5% | +77.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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