+85.6%
ES vs WCN
+302.6%
-217.0%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.8% |
| 7D | -0.1% | +1.2% | -1.3% | -0.7% |
| 30D | +5.7% | +24.6% | -18.9% | -5.6% |
| 3M | -2.8% | +14.2% | -17.0% | -9.4% |
| 6M | +7.0% | +25.7% | -18.7% | -5.3% |
| YTD | +6.8% | +9.3% | -2.5% | +0.8% |
| 1Y | -0.5% | +15.3% | -15.8% | -9.0% |
| 3Y | +47.2% | +48.6% | -1.4% | +14.8% |
| 5Y | +2.3% | +46.9% | -44.7% | -21.0% |
| 10Y | +85.6% | +298.1% | -212.5% | -5.8% |
| All | +85.6% | +302.6% | -217.0% | -5.8% |
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