+346.0%
RL vs WCN
+309.3%
+36.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.0% | -1.7% |
| 7D | -4.4% | +0.4% | -4.8% | -4.6% |
| 30D | +5.6% | +25.3% | -19.7% | -5.8% |
| 3M | -0.6% | +15.4% | -16.1% | -7.7% |
| 6M | +15.5% | +27.8% | -12.4% | +1.4% |
| YTD | +12.3% | +10.6% | +1.8% | +5.2% |
| 1Y | +19.3% | +15.8% | +3.5% | +9.0% |
| 3Y | +255.5% | +50.3% | +205.3% | +170.3% |
| 5Y | +247.1% | +46.9% | +200.1% | +162.2% |
| 10Y | +346.0% | +318.8% | +27.2% | +95.1% |
| All | +346.0% | +309.3% | +36.7% | +95.1% |
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