+100.0%
IT vs WCN
+235.9%
-135.9%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.2% | +5.1% | +5.1% |
| 7D | -3.7% | -3.1% | -0.6% | -1.5% |
| 30D | +0.1% | -3.4% | +3.5% | +2.6% |
| 3M | +20.7% | +3.0% | +17.7% | +18.9% |
| 6M | +12.0% | -3.8% | +15.7% | +14.6% |
| YTD | -28.8% | -8.3% | -20.5% | -24.7% |
| 1Y | -25.5% | -9.7% | -15.8% | -20.7% |
| 3Y | -48.8% | +17.2% | -65.9% | -55.4% |
| 5Y | -42.7% | +25.3% | -68.0% | -53.3% |
| All | +100.0% | +235.9% | -135.9% | -3.4% |
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