-5.4%
RKT vs WCN
+48.0%
-53.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -9.0% | +2.6% | -11.6% | -10.1% |
| 30D | +30.2% | +23.9% | +6.3% | +17.7% |
| 3M | -8.8% | +17.4% | -26.3% | -15.5% |
| 6M | -0.9% | +28.0% | -28.9% | -12.3% |
| YTD | -29.2% | +11.6% | -40.7% | -33.2% |
| 1Y | -20.1% | +16.9% | -36.9% | -26.4% |
| 3Y | +81.3% | +51.6% | +29.7% | +34.2% |
| All | -5.4% | +48.0% | -53.3% | -35.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling