+361.6%
PSX vs WCN
+322.1%
+39.6%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.7% | +0.7% |
| 7D | +7.8% | +2.6% | +5.2% | +6.7% |
| 30D | -10.9% | +23.9% | -34.8% | -18.8% |
| 3M | +14.5% | +17.4% | -2.9% | +6.6% |
| 6M | +56.1% | +28.0% | +28.1% | +39.4% |
| YTD | +109.6% | +11.6% | +98.0% | +97.7% |
| 1Y | +95.5% | +16.9% | +78.6% | +80.2% |
| 3Y | +156.2% | +51.6% | +104.6% | +100.8% |
| 5Y | +310.0% | +48.0% | +262.0% | +217.2% |
| All | +361.6% | +322.1% | +39.6% | +129.8% |
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