+53.4%
CL vs WCN
+239.1%
-185.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | 0.0% |
| 7D | -1.4% | -0.4% | -0.9% | -1.2% |
| 30D | -5.2% | -2.1% | -3.1% | -4.4% |
| 3M | +3.3% | +6.4% | -3.1% | +0.6% |
| 6M | -4.4% | -3.7% | -0.7% | -3.3% |
| YTD | +13.9% | -6.4% | +20.3% | +16.2% |
| 1Y | +7.6% | -7.9% | +15.6% | +10.5% |
| 3Y | +29.6% | +20.8% | +8.8% | +16.5% |
| 5Y | +28.1% | +29.0% | -0.9% | +9.9% |
| 10Y | +53.4% | +236.4% | -183.0% | -12.9% |
| All | +53.4% | +239.1% | -185.8% | -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