-8.1%
M vs WCN
+322.1%
-330.2%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | +7.0% | +2.6% | +4.4% | +5.8% |
| 30D | +8.9% | +23.9% | -15.0% | -1.4% |
| 3M | +4.5% | +17.4% | -12.9% | -3.0% |
| 6M | +36.2% | +28.0% | +8.2% | +20.9% |
| YTD | +15.1% | +11.6% | +3.6% | +8.0% |
| 1Y | +27.4% | +16.9% | +10.6% | +16.7% |
| 3Y | +160.1% | +51.6% | +108.5% | +98.0% |
| 5Y | -1.6% | +48.0% | -49.5% | -25.2% |
| All | -8.1% | +322.1% | -330.2% | -59.4% |
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