+44.8%
PL vs WCN
+68.4%
-23.6%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.4% |
| 7D | +13.4% | +0.4% | +12.9% | +13.2% |
| 30D | -10.2% | +25.3% | -35.5% | -16.2% |
| 3M | -39.5% | +15.4% | -54.9% | -42.2% |
| 6M | -65.7% | +27.8% | -93.6% | -69.0% |
| YTD | -27.3% | +10.6% | -37.8% | -29.8% |
| 1Y | +15.0% | +15.8% | -0.8% | +8.4% |
| 3Y | +560.8% | +50.3% | +510.6% | +430.1% |
| 5Y | +38.4% | +46.9% | -8.5% | +10.4% |
| All | +44.8% | +68.4% | -23.6% | +14.1% |
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