+44.3%
AR vs WCN
+235.4%
-191.1%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.6% |
| 7D | -1.2% | -1.7% | +0.5% | -0.5% |
| 30D | +5.5% | -3.0% | +8.5% | +6.8% |
| 3M | +12.9% | +2.5% | +10.3% | +11.6% |
| 6M | +0.1% | -5.7% | +5.8% | +2.0% |
| YTD | +13.5% | -7.4% | +21.0% | +16.4% |
| 1Y | +21.6% | -8.6% | +30.2% | +24.9% |
| 3Y | +46.0% | +19.4% | +26.6% | +33.4% |
| 5Y | +143.7% | +27.2% | +116.5% | +116.3% |
| 10Y | +44.3% | +238.5% | -194.2% | -12.9% |
| All | +44.3% | +235.4% | -191.1% | -12.9% |
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