+169.5%
PR vs WCN
+318.4%
-149.0%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -1.3% |
| 7D | +2.9% | -0.6% | +3.5% | +3.1% |
| 30D | +18.0% | +0.4% | +17.6% | +17.9% |
| 3M | +16.9% | +7.3% | +9.5% | +14.5% |
| 6M | +28.2% | -2.5% | +30.7% | +28.7% |
| YTD | +69.3% | -5.4% | +74.7% | +71.1% |
| 1Y | +69.5% | -8.5% | +78.0% | +72.6% |
| 3Y | +81.7% | +20.8% | +60.9% | +70.4% |
| 5Y | +422.2% | +30.0% | +392.2% | +380.7% |
| 10Y | +110.4% | +238.4% | -128.0% | +75.8% |
| All | +169.5% | +318.4% | -149.0% | +122.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling