+84.2%
ES vs WCN
+239.1%
-154.9%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.7% | +1.1% |
| 7D | +1.4% | -0.4% | +1.8% | +1.6% |
| 30D | -1.2% | -2.1% | +1.0% | -0.1% |
| 3M | +5.0% | +6.4% | -1.4% | +1.4% |
| 6M | -2.8% | -3.7% | +0.9% | -1.5% |
| YTD | +8.6% | -6.4% | +14.9% | +11.2% |
| 1Y | +18.9% | -7.9% | +26.9% | +22.4% |
| 3Y | +32.1% | +20.8% | +11.3% | +14.9% |
| 5Y | -5.1% | +29.0% | -34.0% | -21.9% |
| 10Y | +84.2% | +236.4% | -152.2% | -2.7% |
| All | +84.2% | +239.1% | -154.9% | -2.7% |
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