+319.7%
RL vs WCN
+322.1%
-2.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | +2.6% | +2.6% | 0.0% | +1.3% |
| 30D | +2.9% | +23.9% | -21.0% | -7.6% |
| 3M | 0.0% | +17.4% | -17.4% | -7.9% |
| 6M | +17.1% | +28.0% | -10.9% | +2.8% |
| YTD | +10.1% | +11.6% | -1.4% | +2.7% |
| 1Y | +17.3% | +16.9% | +0.5% | +6.7% |
| 3Y | +249.3% | +51.6% | +197.7% | +164.5% |
| 5Y | +240.9% | +48.0% | +192.9% | +156.8% |
| All | +319.7% | +322.1% | -2.4% | +81.6% |
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