+140.2%
NI vs WCN
+235.9%
-95.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.1% |
| 7D | 0.0% | -3.1% | +3.2% | +1.7% |
| 30D | -1.4% | -3.4% | +2.0% | +0.3% |
| 3M | -10.6% | +3.0% | -13.5% | -12.2% |
| 6M | -9.3% | -3.8% | -5.6% | -8.1% |
| YTD | +1.1% | -8.3% | +9.5% | +4.6% |
| 1Y | +3.4% | -9.7% | +13.1% | +7.6% |
| 3Y | +67.9% | +17.2% | +50.7% | +48.5% |
| 5Y | +98.0% | +25.3% | +72.7% | +65.7% |
| All | +140.2% | +235.9% | -95.7% | +25.2% |
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