+89.2%
IT vs WCN
+322.1%
-232.9%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | +1.1% | +2.6% | -1.5% | -0.7% |
| 30D | -1.8% | +23.9% | -25.8% | -15.0% |
| 3M | +4.8% | +17.4% | -12.6% | -5.8% |
| 6M | +33.0% | +28.0% | +5.0% | +13.0% |
| YTD | -23.8% | +11.6% | -35.4% | -29.4% |
| 1Y | -16.5% | +16.9% | -33.4% | -25.0% |
| 3Y | -53.6% | +51.6% | -105.2% | -66.2% |
| 5Y | -42.1% | +48.0% | -90.1% | -57.9% |
| All | +89.2% | +322.1% | -232.9% | -21.3% |
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