+84.5%
PR vs WCN
+322.1%
-237.6%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | +6.0% | +2.6% | +3.4% | +5.3% |
| 30D | -4.2% | +23.9% | -28.1% | -9.8% |
| 3M | +10.0% | +17.4% | -7.5% | +5.0% |
| 6M | +15.6% | +28.0% | -12.4% | +7.7% |
| YTD | +68.2% | +11.6% | +56.6% | +62.3% |
| 1Y | +79.2% | +16.9% | +62.3% | +70.6% |
| 3Y | +94.9% | +51.6% | +43.3% | +70.9% |
| 5Y | +272.8% | +48.0% | +224.8% | +228.1% |
| All | +84.5% | +322.1% | -237.6% | +50.7% |
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