-1.8%
RMD vs WCN
+48.2%
-50.0%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | 0.0% |
| 7D | +0.1% | +1.2% | -1.1% | -0.4% |
| 30D | +1.9% | +26.4% | -24.5% | -8.8% |
| 3M | +6.3% | +17.5% | -11.2% | -1.6% |
| 6M | +18.2% | +28.7% | -10.5% | +4.9% |
| YTD | +0.3% | +11.5% | -11.3% | -5.3% |
| 1Y | -4.3% | +15.9% | -20.1% | -11.3% |
| 3Y | +71.3% | +51.6% | +19.7% | +35.0% |
| 5Y | -1.8% | +47.9% | -49.7% | -23.0% |
| All | -1.8% | +48.2% | -50.0% | -23.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling