+433.8%
MAR vs WCN
+235.9%
+198.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.6% |
| 7D | -0.5% | -3.1% | +2.6% | +0.8% |
| 30D | -5.4% | -3.4% | -2.0% | -4.0% |
| 3M | -15.5% | +3.0% | -18.5% | -16.8% |
| 6M | +3.0% | -3.8% | +6.7% | +4.0% |
| YTD | +8.5% | -8.3% | +16.8% | +11.6% |
| 1Y | +26.0% | -9.7% | +35.7% | +30.3% |
| 3Y | +68.6% | +17.2% | +51.4% | +52.3% |
| 5Y | +157.4% | +25.3% | +132.1% | +122.2% |
| All | +433.8% | +235.9% | +198.0% | +206.9% |
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 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