-76.2%
CAPR vs WCN
+239.4%
-315.6%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.0% | -2.6% | -3.2% |
| 7D | -9.5% | -0.4% | -9.0% | -9.4% |
| 30D | +121.5% | -2.1% | +123.6% | +123.0% |
| 3M | -65.4% | +6.4% | -71.7% | -65.9% |
| 6M | -67.5% | -3.7% | -63.8% | -67.0% |
| YTD | -68.6% | -6.4% | -62.3% | -67.8% |
| 1Y | +42.7% | -7.9% | +50.6% | +46.8% |
| 3Y | +43.4% | +20.8% | +22.6% | +28.5% |
| 5Y | +86.0% | +29.0% | +57.1% | +58.9% |
| All | -76.2% | +239.4% | -315.6% | -87.8% |
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