+273.7%
RMD vs WCN
+235.2%
+38.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +1.0% | +0.5% |
| 7D | -4.2% | -4.4% | +0.2% | -1.7% |
| 30D | -2.1% | -4.4% | +2.4% | +0.5% |
| 3M | +13.8% | +0.5% | +13.3% | +13.4% |
| 6M | -10.6% | -3.3% | -7.4% | -9.5% |
| YTD | -8.1% | -8.5% | +0.4% | -4.0% |
| 1Y | -18.0% | -8.9% | -9.0% | -14.3% |
| 3Y | +52.9% | +18.0% | +34.8% | +33.3% |
| 5Y | -22.3% | +25.0% | -47.3% | -35.7% |
| All | +273.7% | +235.2% | +38.4% | +94.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling