+652.6%
P vs WCN
+300.6%
+352.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -1.1% |
| 7D | -13.3% | +2.6% | -15.9% | -14.4% |
| 30D | -34.0% | +25.3% | -59.3% | -41.6% |
| 3M | +4.1% | +15.2% | -11.1% | -3.9% |
| 6M | +30.5% | +26.4% | +4.1% | +12.6% |
| YTD | +52.2% | +9.9% | +42.3% | +41.4% |
| 1Y | +10.3% | +16.2% | -5.9% | -1.4% |
| 3Y | +180.9% | +49.4% | +131.5% | +102.3% |
| 5Y | +259.7% | +46.2% | +213.6% | +157.8% |
| 10Y | +652.6% | +305.7% | +346.9% | +228.0% |
| All | +652.6% | +300.6% | +352.0% | +228.0% |
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