+895.5%
ITOT vs WCN
+2,391.8%
-1,496.3%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.7% | +0.7% |
| 7D | -0.9% | -3.1% | +2.2% | +0.6% |
| 30D | -1.5% | -3.4% | +1.9% | +0.2% |
| 3M | +3.6% | +3.0% | +0.6% | +1.5% |
| 6M | +13.7% | -3.8% | +17.4% | +14.5% |
| YTD | +12.9% | -8.3% | +21.2% | +16.1% |
| 1Y | +17.2% | -9.7% | +26.9% | +21.0% |
| 3Y | +75.6% | +17.2% | +58.5% | +55.7% |
| 5Y | +75.5% | +25.3% | +50.2% | +48.5% |
| 10Y | +302.0% | +235.4% | +66.6% | +102.5% |
| All | +895.5% | +2,391.8% | -1,496.3% | +91.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling