+67.2%
F vs WCN
+322.0%
-254.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.9% | -3.7% | -3.3% |
| 7D | -3.9% | +1.2% | -5.1% | -4.4% |
| 30D | -0.5% | +26.4% | -26.9% | -11.1% |
| 3M | -12.9% | +17.5% | -30.4% | -19.5% |
| 6M | +1.5% | +28.7% | -27.2% | -10.8% |
| YTD | -5.0% | +11.5% | -16.5% | -11.2% |
| 1Y | -7.3% | +15.9% | -23.2% | -15.3% |
| 3Y | +45.3% | +51.6% | -6.3% | +10.8% |
| 5Y | -15.8% | +47.9% | -63.7% | -35.5% |
| All | +67.2% | +322.0% | -254.8% | -18.8% |
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