+114.8%
RF vs WCN
+7,873.9%
-7,759.1%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | +0.1% |
| 7D | -0.9% | +2.9% | -3.8% | -1.8% |
| 30D | +6.0% | +22.1% | -16.1% | -0.7% |
| 3M | -8.9% | +13.2% | -22.1% | -12.6% |
| 6M | +2.3% | +23.7% | -21.4% | -4.8% |
| YTD | +7.6% | +8.7% | -1.2% | +3.8% |
| 1Y | +21.2% | +15.3% | +5.8% | +14.7% |
| 3Y | +108.5% | +46.0% | +62.5% | +81.7% |
| 5Y | +43.2% | +45.9% | -2.7% | +24.0% |
| 10Y | +288.1% | +311.1% | -23.0% | +148.9% |
| All | +114.8% | +7,873.9% | -7,759.1% | -10.5% |
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 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