+39.5%
PL vs WCN
+69.9%
-30.5%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.7% | -0.7% |
| 7D | +10.0% | +2.6% | +7.4% | +9.4% |
| 30D | -2.3% | +23.9% | -26.2% | -8.5% |
| 3M | -44.2% | +17.4% | -61.6% | -46.9% |
| 6M | -66.1% | +28.0% | -94.1% | -69.3% |
| YTD | -30.0% | +11.6% | -41.5% | -32.6% |
| 1Y | +21.0% | +16.9% | +4.2% | +13.8% |
| 3Y | +516.5% | +51.6% | +464.9% | +393.5% |
| 5Y | +32.0% | +48.0% | -15.9% | +5.1% |
| All | +39.5% | +69.9% | -30.5% | +9.6% |
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