+371.6%
ALL vs WCN
+322.1%
+49.6%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.3% | +0.3% |
| 7D | +5.0% | +2.6% | +2.4% | +3.7% |
| 30D | +13.3% | +23.9% | -10.6% | +1.4% |
| 3M | +3.2% | +17.4% | -14.2% | -5.1% |
| 6M | +25.3% | +28.0% | -2.7% | +10.2% |
| YTD | +30.5% | +11.6% | +18.9% | +22.0% |
| 1Y | +29.2% | +16.9% | +12.3% | +17.8% |
| 3Y | +119.1% | +51.6% | +67.5% | +72.9% |
| 5Y | +162.6% | +48.0% | +114.6% | +106.1% |
| All | +371.6% | +322.1% | +49.6% | +130.4% |
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