+115.6%
DT vs WCN
+84.6%
+31.0%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.1% | +2.7% | +2.3% |
| 7D | -2.5% | -4.4% | +1.9% | +0.3% |
| 30D | +3.5% | -4.4% | +8.0% | +6.5% |
| 3M | +26.7% | +0.5% | +26.2% | +25.4% |
| 6M | +36.1% | -3.3% | +39.4% | +36.9% |
| YTD | +18.6% | -8.5% | +27.1% | +23.7% |
| 1Y | +7.9% | -8.9% | +16.8% | +12.2% |
| 3Y | +8.6% | +18.0% | -9.5% | -10.5% |
| 5Y | -26.7% | +25.0% | -51.7% | -43.1% |
| All | +115.6% | +84.6% | +31.0% | +22.8% |
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