+1,438.0%
RL vs WCN
+6,839.3%
-5,401.3%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.2% | +3.2% | +2.4% |
| 7D | -0.8% | -0.6% | -0.2% | -0.6% |
| 30D | -7.8% | +0.4% | -8.2% | -7.9% |
| 3M | -4.0% | +7.3% | -11.3% | -6.0% |
| 6M | -1.9% | -2.5% | +0.6% | -1.7% |
| YTD | -0.2% | -5.4% | +5.2% | +0.6% |
| 1Y | +10.7% | -8.5% | +19.1% | +12.5% |
| 3Y | +210.8% | +20.8% | +190.0% | +190.5% |
| 5Y | +238.2% | +30.0% | +208.2% | +208.9% |
| 10Y | +313.4% | +238.4% | +75.0% | +198.2% |
| All | +1,438.0% | +6,839.3% | -5,401.3% | +691.5% |
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