+19.3%
RL vs WCN
+16.5%
+2.8%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.0% | -1.5% |
| 7D | -4.4% | +0.4% | -4.8% | -4.4% |
| 30D | +5.6% | +25.3% | -19.7% | +3.4% |
| 3M | -0.6% | +15.4% | -16.1% | -2.2% |
| 6M | +15.5% | +27.8% | -12.4% | +13.3% |
| YTD | +12.3% | +10.6% | +1.8% | +13.9% |
| 1Y | +19.3% | +15.8% | +3.5% | +15.1% |
| All | +19.3% | +16.5% | +2.8% | +15.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling