-97.6%
IRE vs WCN
+10.5%
-108.1%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.8% | +0.6% | -16.4% | -14.4% |
| 7D | -41.9% | +2.6% | -44.5% | -36.4% |
| 30D | -75.1% | +25.3% | -100.4% | -54.5% |
| 3M | -82.4% | +15.2% | -97.6% | -73.3% |
| 6M | -95.5% | +26.4% | -122.0% | -91.7% |
| YTD | -93.1% | +9.9% | -103.0% | -89.1% |
| 1Y | -97.8% | +16.2% | -114.0% | -95.8% |
| All | -97.6% | +10.5% | -108.1% | -96.0% |
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