+72.2%
F vs WCN
+300.6%
-228.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.6% | -2.5% | -2.2% |
| 7D | -0.2% | +2.6% | -2.8% | -1.4% |
| 30D | +0.9% | +25.3% | -24.4% | -9.4% |
| 3M | -11.3% | +15.2% | -26.6% | -17.2% |
| 6M | +2.0% | +26.4% | -24.4% | -9.5% |
| YTD | -3.2% | +9.9% | -13.1% | -8.9% |
| 1Y | -3.5% | +16.2% | -19.6% | -11.9% |
| 3Y | +48.1% | +49.4% | -1.3% | +14.0% |
| 5Y | -13.5% | +46.2% | -59.7% | -33.3% |
| 10Y | +72.2% | +305.7% | -233.5% | -9.1% |
| All | +72.2% | +300.6% | -228.4% | -9.1% |
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