+336.0%
IR vs WCN
+238.1%
+97.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +2.5% | +2.6% | -0.1% | +1.2% |
| 30D | +9.2% | +23.9% | -14.8% | -2.8% |
| 3M | +0.9% | +17.4% | -16.5% | -7.6% |
| 6M | +19.2% | +28.0% | -8.8% | +3.6% |
| YTD | +7.5% | +11.6% | -4.1% | -0.1% |
| 1Y | +11.7% | +16.9% | -5.1% | +1.1% |
| 3Y | +23.9% | +51.6% | -27.7% | -6.9% |
| 5Y | +46.4% | +48.0% | -1.6% | +9.9% |
| All | +336.0% | +238.1% | +97.9% | +78.8% |
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