+358.0%
ALL vs WCN
+235.2%
+122.8%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.1% |
| 7D | -4.3% | -4.4% | +0.1% | -2.1% |
| 30D | -3.6% | -4.4% | +0.9% | -1.3% |
| 3M | +13.2% | +0.5% | +12.7% | +12.8% |
| 6M | +22.5% | -3.3% | +25.8% | +24.1% |
| YTD | +22.7% | -8.5% | +31.2% | +27.2% |
| 1Y | +28.3% | -8.9% | +37.2% | +33.2% |
| 3Y | +152.0% | +18.0% | +134.0% | +126.6% |
| 5Y | +115.4% | +25.0% | +90.4% | +83.9% |
| All | +358.0% | +235.2% | +122.8% | +153.7% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling