+210.9%
RL vs WCN
+19.6%
+191.2%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -1.0% |
| 7D | +1.9% | -0.4% | +2.3% | +2.0% |
| 30D | -12.2% | -2.1% | -10.1% | -11.9% |
| 3M | -6.6% | +6.4% | -13.0% | -7.6% |
| 6M | +3.2% | -3.7% | +6.8% | +4.0% |
| YTD | -1.3% | -6.4% | +5.1% | 0.0% |
| 1Y | +13.6% | -7.9% | +21.5% | +15.5% |
| 3Y | +210.9% | +20.8% | +190.1% | +189.8% |
| All | +210.9% | +19.6% | +191.2% | +189.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling