+84.1%
F vs WCN
+235.4%
-151.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.2% | -2.8% | -3.4% |
| 7D | -4.9% | -1.7% | -3.1% | -4.1% |
| 30D | -2.9% | -3.0% | +0.1% | -1.4% |
| 3M | -9.1% | +2.5% | -11.6% | -10.5% |
| 6M | +12.9% | -5.7% | +18.6% | +15.0% |
| YTD | +6.1% | -7.4% | +13.5% | +8.5% |
| 1Y | +22.5% | -8.6% | +31.1% | +25.9% |
| 3Y | +32.1% | +19.4% | +12.7% | +14.0% |
| 5Y | +43.7% | +27.2% | +16.5% | +18.4% |
| 10Y | +84.1% | +238.5% | -154.4% | +5.4% |
| All | +84.1% | +235.4% | -151.3% | +5.4% |
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