+1,630.5%
RL vs WCN
+8,007.2%
-6,376.6%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.0% | -1.5% |
| 7D | -4.4% | +0.4% | -4.8% | -4.5% |
| 30D | +5.6% | +25.3% | -19.7% | -0.9% |
| 3M | -0.6% | +15.4% | -16.1% | -4.6% |
| 6M | +15.5% | +27.8% | -12.4% | +7.6% |
| YTD | +12.3% | +10.6% | +1.8% | +8.3% |
| 1Y | +19.3% | +15.8% | +3.5% | +13.6% |
| 3Y | +255.5% | +50.3% | +205.3% | +213.0% |
| 5Y | +247.1% | +46.9% | +200.1% | +206.3% |
| 10Y | +346.0% | +318.8% | +27.2% | +203.9% |
| All | +1,630.5% | +8,007.2% | -6,376.6% | +752.0% |
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