+376.3%
PSX vs WCN
+235.2%
+141.1%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.3% | -0.4% |
| 7D | +1.5% | -4.4% | +5.9% | +3.5% |
| 30D | +15.8% | -4.4% | +20.3% | +18.0% |
| 3M | +43.0% | +0.5% | +42.5% | +42.1% |
| 6M | +61.1% | -3.3% | +64.4% | +62.1% |
| YTD | +104.5% | -8.5% | +113.0% | +110.4% |
| 1Y | +102.5% | -8.9% | +111.5% | +108.0% |
| 3Y | +133.5% | +18.0% | +115.4% | +104.8% |
| 5Y | +367.0% | +25.0% | +341.9% | +284.8% |
| All | +376.3% | +235.2% | +141.1% | +146.5% |
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