+699.9%
IYR vs WCN
+5,495.6%
-4,795.7%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.3% |
| 7D | -0.4% | -0.4% | +0.1% | -0.2% |
| 30D | -2.5% | -2.1% | -0.4% | -1.7% |
| 3M | +1.5% | +6.4% | -4.9% | -1.2% |
| 6M | +3.9% | -3.7% | +7.5% | +4.9% |
| YTD | +9.5% | -6.4% | +15.9% | +11.5% |
| 1Y | +7.5% | -7.9% | +15.4% | +9.9% |
| 3Y | +30.8% | +20.8% | +10.0% | +19.2% |
| 5Y | +4.8% | +29.0% | -24.2% | -7.3% |
| 10Y | +64.3% | +236.4% | -172.0% | +2.2% |
| All | +699.9% | +5,495.6% | -4,795.7% | +194.8% |
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 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