+4,473.1%
DRI vs WCN
+6,839.3%
-2,366.2%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.6% | -0.2% |
| 7D | +0.6% | -0.6% | +1.2% | +0.8% |
| 30D | +3.8% | +0.4% | +3.4% | +3.7% |
| 3M | +13.0% | +7.3% | +5.7% | +10.7% |
| 6M | +8.3% | -2.5% | +10.8% | +8.7% |
| YTD | +20.6% | -5.4% | +26.0% | +21.9% |
| 1Y | +6.5% | -8.5% | +14.9% | +8.5% |
| 3Y | +53.7% | +20.8% | +32.9% | +43.6% |
| 5Y | +72.7% | +30.0% | +42.7% | +57.2% |
| 10Y | +363.2% | +238.4% | +124.7% | +232.7% |
| All | +4,473.1% | +6,839.3% | -2,366.2% | +1,907.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling