-68.2%
CAPR vs WCN
+300.6%
-368.8%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | +0.6% | -10.5% | -10.2% |
| 7D | +7.6% | +2.6% | +5.0% | +6.6% |
| 30D | +13.3% | +25.3% | -12.0% | +3.8% |
| 3M | +130.4% | +15.2% | +115.2% | +117.6% |
| 6M | -70.8% | +26.4% | -97.2% | -73.2% |
| YTD | -69.3% | +9.9% | -79.2% | -70.4% |
| 1Y | +59.5% | +16.2% | +43.4% | +50.9% |
| 3Y | +216.8% | +49.4% | +167.4% | +159.6% |
| 5Y | +152.7% | +46.2% | +106.5% | +106.1% |
| 10Y | -68.2% | +305.7% | -373.9% | -84.0% |
| All | -68.2% | +300.6% | -368.8% | -84.0% |
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