+715.0%
P vs WCN
+239.1%
+475.9%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.7% | +2.2% |
| 7D | +7.8% | -0.4% | +8.3% | +8.1% |
| 30D | +12.3% | -2.1% | +14.4% | +13.5% |
| 3M | +37.1% | +6.4% | +30.7% | +30.8% |
| 6M | +66.1% | -3.7% | +69.8% | +66.2% |
| YTD | +50.9% | -6.4% | +57.3% | +53.3% |
| 1Y | +27.2% | -7.9% | +35.2% | +29.4% |
| 3Y | +158.7% | +20.8% | +137.9% | +111.3% |
| 5Y | +291.1% | +29.0% | +262.1% | +198.8% |
| 10Y | +715.0% | +236.4% | +478.6% | +306.2% |
| All | +715.0% | +239.1% | +475.9% | +306.2% |
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