+64.4%
PPL vs WCN
+302.6%
-238.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.5% |
| 7D | -1.2% | +1.2% | -2.4% | -1.8% |
| 30D | +4.2% | +24.6% | -20.4% | -6.3% |
| 3M | +1.5% | +14.2% | -12.7% | -5.0% |
| 6M | +1.0% | +25.7% | -24.6% | -10.0% |
| YTD | +4.4% | +9.3% | -4.9% | -1.2% |
| 1Y | +0.8% | +15.3% | -14.6% | -7.4% |
| 3Y | +56.5% | +48.6% | +7.9% | +24.2% |
| 5Y | +47.7% | +46.9% | +0.7% | +16.1% |
| 10Y | +64.4% | +298.1% | -233.7% | -11.6% |
| All | +64.4% | +302.6% | -238.2% | -11.6% |
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