+117.7%
RF vs WCN
+7,961.2%
-7,843.5%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -1.0% |
| 7D | +0.3% | +2.6% | -2.3% | -0.5% |
| 30D | +6.2% | +25.3% | -19.1% | -1.4% |
| 3M | -7.8% | +15.2% | -23.1% | -12.1% |
| 6M | +5.9% | +26.4% | -20.5% | -2.1% |
| YTD | +9.0% | +9.9% | -0.9% | +4.9% |
| 1Y | +19.3% | +16.2% | +3.1% | +12.7% |
| 3Y | +116.4% | +49.4% | +67.0% | +87.2% |
| 5Y | +46.0% | +46.2% | -0.1% | +26.4% |
| 10Y | +239.8% | +305.7% | -65.9% | +118.7% |
| All | +117.7% | +7,961.2% | -7,843.5% | -9.6% |
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