+213.6%
RF vs WCN
+322.1%
-108.4%
-60.7%
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 | +1.9% | +2.6% | -0.6% | +0.6% |
| 30D | +7.3% | +23.9% | -16.6% | -4.6% |
| 3M | -7.9% | +17.4% | -25.3% | -15.8% |
| 6M | +10.5% | +28.0% | -17.5% | -4.1% |
| YTD | +9.6% | +11.6% | -1.9% | +1.9% |
| 1Y | +20.3% | +16.9% | +3.4% | +8.7% |
| 3Y | +119.5% | +51.6% | +67.9% | +63.5% |
| 5Y | +48.2% | +48.0% | +0.2% | +9.5% |
| All | +213.6% | +322.1% | -108.4% | +44.0% |
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