-27.0%
RKT vs WCN
+63.6%
-90.6%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.7% | -1.2% |
| 7D | -7.2% | -4.4% | -2.8% | -5.2% |
| 30D | -7.9% | -4.4% | -3.4% | -5.8% |
| 3M | +5.2% | +0.5% | +4.7% | +4.6% |
| 6M | -14.9% | -3.3% | -11.6% | -14.0% |
| YTD | -31.9% | -8.5% | -23.4% | -29.3% |
| 1Y | -36.9% | -8.9% | -28.0% | -34.3% |
| 3Y | +35.7% | +18.0% | +17.7% | +14.7% |
| 5Y | -9.7% | +25.0% | -34.7% | -29.0% |
| All | -27.0% | +63.6% | -90.6% | -53.2% |
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