+150.3%
CI vs WCN
+300.6%
-150.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.6% | +2.0% | +2.2% |
| 7D | +2.6% | +2.6% | 0.0% | +1.3% |
| 30D | +7.3% | +25.3% | -18.0% | -5.0% |
| 3M | +9.5% | +15.2% | -5.7% | +1.3% |
| 6M | +6.4% | +26.4% | -20.0% | -6.7% |
| YTD | +12.0% | +9.9% | +2.1% | +5.3% |
| 1Y | +20.1% | +16.2% | +3.9% | +9.5% |
| 3Y | +9.6% | +49.4% | -39.8% | -15.5% |
| 5Y | +52.7% | +46.2% | +6.5% | +16.8% |
| 10Y | +150.3% | +305.7% | -155.4% | +20.9% |
| All | +150.3% | +300.6% | -150.3% | +20.9% |
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