+40.4%
PL vs WCN
+69.9%
-29.5%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.9% | -3.9% | -3.3% |
| 7D | +22.3% | +1.2% | +21.1% | +21.9% |
| 30D | -8.3% | +26.4% | -34.8% | -14.7% |
| 3M | -43.3% | +17.5% | -60.8% | -46.0% |
| 6M | -65.8% | +28.7% | -94.6% | -69.1% |
| YTD | -29.5% | +11.5% | -41.0% | -32.1% |
| 1Y | +11.7% | +15.9% | -4.1% | +5.5% |
| 3Y | +540.6% | +51.6% | +489.0% | +412.7% |
| 5Y | +32.9% | +47.9% | -15.1% | +5.8% |
| All | +40.4% | +69.9% | -29.5% | +10.3% |
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