+336.7%
RF vs WCN
+239.1%
+97.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.1% | -0.6% |
| 7D | +2.7% | -0.4% | +3.1% | +2.9% |
| 30D | -3.4% | -2.1% | -1.2% | -2.3% |
| 3M | +6.4% | +6.4% | 0.0% | +2.4% |
| 6M | +13.4% | -3.7% | +17.1% | +14.7% |
| YTD | +14.2% | -6.4% | +20.6% | +17.0% |
| 1Y | +15.7% | -7.9% | +23.6% | +19.3% |
| 3Y | +91.3% | +20.8% | +70.5% | +62.3% |
| 5Y | +89.8% | +29.0% | +60.8% | +50.4% |
| 10Y | +336.7% | +236.4% | +100.3% | +134.4% |
| All | +336.7% | +239.1% | +97.6% | +134.4% |
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