-28.4%
DT vs WCN
+27.0%
-55.4%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +1.2% |
| 7D | -0.5% | -1.7% | +1.2% | +0.3% |
| 30D | +0.1% | -3.0% | +3.0% | +1.5% |
| 3M | +24.1% | +2.5% | +21.6% | +21.8% |
| 6M | +30.1% | -5.7% | +35.8% | +33.0% |
| YTD | +16.8% | -7.4% | +24.2% | +20.4% |
| 1Y | -0.1% | -8.6% | +8.5% | +3.4% |
| 3Y | +6.8% | +19.4% | -12.5% | -10.7% |
| 5Y | -28.4% | +27.2% | -55.6% | -46.3% |
| All | -28.4% | +27.0% | -55.4% | -46.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling