+45.2%
PL vs WCN
+66.5%
-21.3%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.5% | +0.5% | +14.0% | +14.4% |
| 7D | +10.9% | +1.2% | +9.7% | +10.5% |
| 30D | -16.4% | +24.6% | -40.9% | -21.9% |
| 3M | -39.9% | +14.2% | -54.2% | -42.4% |
| 6M | -63.2% | +25.7% | -88.9% | -66.5% |
| YTD | -27.1% | +9.3% | -36.4% | -29.5% |
| 1Y | +12.2% | +15.3% | -3.1% | +5.6% |
| 3Y | +584.3% | +48.6% | +535.7% | +450.4% |
| 5Y | +37.0% | +46.9% | -9.9% | +9.5% |
| All | +45.2% | +66.5% | -21.3% | +14.6% |
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