+336.0%
IR vs WCN
+235.0%
+100.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.5% | -1.2% |
| 7D | +1.1% | +0.4% | +0.6% | +0.8% |
| 30D | +7.6% | +25.3% | -17.7% | -4.8% |
| 3M | +0.1% | +15.4% | -15.3% | -7.6% |
| 6M | +14.0% | +27.8% | -13.9% | -0.9% |
| YTD | +7.5% | +10.6% | -3.1% | +0.4% |
| 1Y | +10.1% | +15.8% | -5.7% | +0.1% |
| 3Y | +24.9% | +50.3% | -25.4% | -5.8% |
| 5Y | +46.9% | +46.9% | -0.1% | +10.6% |
| All | +336.0% | +235.0% | +100.9% | +79.6% |
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