-69.4%
CAPR vs WCN
+322.1%
-391.4%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | 0.0% | -7.0% | -6.9% |
| 7D | +5.9% | +2.6% | +3.3% | +4.8% |
| 30D | +44.6% | +23.9% | +20.7% | +33.1% |
| 3M | +126.4% | +17.4% | +108.9% | +112.3% |
| 6M | -68.6% | +28.0% | -96.6% | -71.3% |
| YTD | -67.0% | +11.6% | -78.5% | -68.4% |
| 1Y | +65.2% | +16.9% | +48.3% | +55.8% |
| 3Y | +235.6% | +51.6% | +184.0% | +173.7% |
| 5Y | +175.4% | +48.0% | +127.5% | +123.7% |
| All | -69.4% | +322.1% | -391.4% | -84.6% |
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