+247.6%
DIA vs WCN
+235.9%
+11.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +0.9% |
| 7D | -1.6% | -3.1% | +1.6% | -0.1% |
| 30D | -2.0% | -3.4% | +1.4% | -0.5% |
| 3M | +3.6% | +3.0% | +0.7% | +1.7% |
| 6M | +11.5% | -3.8% | +15.3% | +12.5% |
| YTD | +10.4% | -8.3% | +18.7% | +13.6% |
| 1Y | +15.6% | -9.7% | +25.3% | +19.6% |
| 3Y | +58.9% | +17.2% | +41.7% | +39.7% |
| 5Y | +65.3% | +25.3% | +40.1% | +37.2% |
| All | +247.6% | +235.9% | +11.7% | +84.8% |
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