+64.8%
PR vs WCN
+302.6%
-237.8%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.6% | -1.2% |
| 7D | -12.4% | +1.2% | -13.6% | -12.7% |
| 30D | -6.6% | +24.6% | -31.1% | -12.2% |
| 3M | +7.5% | +14.2% | -6.7% | +3.4% |
| 6M | +10.8% | +25.7% | -14.9% | +3.6% |
| YTD | +57.0% | +9.3% | +47.7% | +52.3% |
| 1Y | +67.9% | +15.3% | +52.6% | +60.3% |
| 3Y | +87.6% | +48.6% | +39.0% | +65.2% |
| 5Y | +220.4% | +46.9% | +173.4% | +182.6% |
| 10Y | +64.8% | +298.1% | -233.3% | +24.5% |
| All | +64.8% | +302.6% | -237.8% | +24.5% |
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