+611.5%
MSCI vs WCN
+235.2%
+376.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.1% | -0.1% | -0.5% |
| 7D | -4.7% | -4.4% | -0.3% | -1.7% |
| 30D | -2.2% | -4.4% | +2.3% | +0.9% |
| 3M | -9.7% | +0.5% | -10.2% | -10.3% |
| 6M | +0.3% | -3.3% | +3.5% | +1.5% |
| YTD | -3.5% | -8.5% | +5.0% | +1.0% |
| 1Y | -1.4% | -8.9% | +7.6% | +3.3% |
| 3Y | +6.6% | +18.0% | -11.5% | -11.8% |
| 5Y | -10.9% | +25.0% | -36.0% | -30.4% |
| All | +611.5% | +235.2% | +376.2% | +179.5% |
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