+124.0%
EW vs WCN
+235.2%
-111.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.8% | +1.3% |
| 7D | -3.4% | -4.4% | +1.1% | -0.7% |
| 30D | -7.4% | -4.4% | -2.9% | -4.9% |
| 3M | +0.9% | +0.5% | +0.4% | +0.3% |
| 6M | +1.2% | -3.3% | +4.4% | +2.1% |
| YTD | +1.8% | -8.5% | +10.3% | +5.9% |
| 1Y | +10.8% | -8.9% | +19.8% | +15.3% |
| 3Y | +17.1% | +18.0% | -0.9% | +1.4% |
| 5Y | -28.2% | +25.0% | -53.3% | -40.8% |
| All | +124.0% | +235.2% | -111.3% | +11.9% |
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