+130.8%
RF vs WCN
+6,839.3%
-6,708.5%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.3% |
| 7D | +1.3% | -0.6% | +2.0% | +1.5% |
| 30D | -3.6% | +0.4% | -4.1% | -3.8% |
| 3M | +8.1% | +7.3% | +0.8% | +5.5% |
| 6M | +11.5% | -2.5% | +14.0% | +11.8% |
| YTD | +15.6% | -5.4% | +20.9% | +16.9% |
| 1Y | +15.7% | -8.5% | +24.1% | +18.0% |
| 3Y | +86.9% | +20.8% | +66.1% | +73.1% |
| 5Y | +89.8% | +30.0% | +59.8% | +70.6% |
| 10Y | +344.7% | +238.4% | +106.3% | +203.2% |
| All | +130.8% | +6,839.3% | -6,708.5% | +0.8% |
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 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