+318.8%
RL vs WCN
+239.4%
+79.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.6% |
| 7D | +1.9% | -0.4% | +2.3% | +2.1% |
| 30D | -12.2% | -2.1% | -10.1% | -11.3% |
| 3M | -6.6% | +6.4% | -13.0% | -9.8% |
| 6M | +3.2% | -3.7% | +6.8% | +4.2% |
| YTD | -1.3% | -6.4% | +5.1% | +0.6% |
| 1Y | +13.6% | -7.9% | +21.5% | +16.7% |
| 3Y | +210.9% | +20.8% | +190.1% | +165.5% |
| 5Y | +246.9% | +29.0% | +217.9% | +178.7% |
| All | +318.8% | +239.4% | +79.4% | +123.8% |
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 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