+847.5%
MSCI vs WCN
+322.1%
+525.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | +3.0% | +2.6% | +0.4% | +1.2% |
| 30D | +17.8% | +23.9% | -6.1% | +1.5% |
| 3M | +15.2% | +17.4% | -2.2% | +2.8% |
| 6M | +16.5% | +28.0% | -11.5% | -2.6% |
| YTD | +16.4% | +11.6% | +4.8% | +6.0% |
| 1Y | +16.8% | +16.9% | -0.1% | +2.7% |
| 3Y | +35.8% | +51.6% | -15.8% | -6.0% |
| 5Y | +7.0% | +48.0% | -41.0% | -25.5% |
| All | +847.5% | +322.1% | +525.4% | +222.3% |
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