+1,553.7%
RL vs WCN
+7,873.9%
-6,320.2%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | -1.0% |
| 7D | -4.2% | +2.9% | -7.1% | -4.9% |
| 30D | +4.3% | +22.1% | -17.8% | -1.4% |
| 3M | -4.6% | +13.2% | -17.8% | -7.9% |
| 6M | +1.7% | +23.7% | -22.0% | -4.4% |
| YTD | +7.3% | +8.7% | -1.4% | +4.0% |
| 1Y | +20.8% | +15.3% | +5.4% | +15.1% |
| 3Y | +247.0% | +46.0% | +201.0% | +207.8% |
| 5Y | +225.5% | +45.9% | +179.5% | +187.8% |
| 10Y | +363.0% | +311.1% | +52.0% | +217.0% |
| All | +1,553.7% | +7,873.9% | -6,320.2% | +717.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling