+662.0%
PBR vs WCN
+235.9%
+426.1%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.9% |
| 7D | +5.4% | -3.1% | +8.5% | +7.1% |
| 30D | +22.9% | -3.4% | +26.3% | +25.0% |
| 3M | +19.6% | +3.0% | +16.7% | +16.9% |
| 6M | +16.5% | -3.8% | +20.2% | +17.6% |
| YTD | +86.7% | -8.3% | +95.0% | +93.2% |
| 1Y | +74.7% | -9.7% | +84.5% | +81.7% |
| 3Y | +102.6% | +17.2% | +85.4% | +74.5% |
| 5Y | +566.6% | +25.3% | +541.3% | +429.9% |
| All | +662.0% | +235.9% | +426.1% | +205.6% |
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