-9.7%
RKT vs WCN
+27.0%
-36.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.2% | -1.6% | -2.2% |
| 7D | -1.0% | -1.7% | +0.8% | -0.1% |
| 30D | -2.4% | -3.0% | +0.6% | -1.0% |
| 3M | +1.9% | +2.5% | -0.7% | +0.4% |
| 6M | -13.9% | -5.7% | -8.2% | -11.8% |
| YTD | -30.6% | -7.4% | -23.2% | -28.5% |
| 1Y | -34.4% | -8.6% | -25.7% | -31.9% |
| 3Y | +38.2% | +19.4% | +18.8% | +16.0% |
| 5Y | -9.7% | +27.2% | -36.9% | -31.8% |
| All | -9.7% | +27.0% | -36.7% | -31.8% |
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 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