+266.6%
EW vs WCN
+322.0%
-55.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.5% |
| 7D | +4.9% | +1.2% | +3.8% | +4.2% |
| 30D | +24.1% | +26.4% | -2.4% | +7.8% |
| 3M | +13.7% | +17.5% | -3.8% | +3.0% |
| 6M | +32.7% | +28.7% | +4.0% | +13.4% |
| YTD | +24.1% | +11.5% | +12.6% | +14.5% |
| 1Y | +23.6% | +15.9% | +7.8% | +11.2% |
| 3Y | +64.8% | +51.6% | +13.2% | +22.1% |
| 5Y | -8.8% | +47.9% | -56.7% | -32.0% |
| All | +266.6% | +322.0% | -55.4% | +72.5% |
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