+11,583.7%
RMD vs WCN
+6,839.3%
+4,744.4%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | -0.1% |
| 7D | -5.0% | -0.6% | -4.3% | -4.8% |
| 30D | +2.2% | +0.4% | +1.8% | +2.1% |
| 3M | +17.8% | +7.3% | +10.5% | +15.7% |
| 6M | -11.3% | -2.5% | -8.8% | -10.9% |
| YTD | -4.4% | -5.4% | +0.9% | -3.3% |
| 1Y | -15.7% | -8.5% | -7.3% | -14.1% |
| 3Y | +47.7% | +20.8% | +26.9% | +40.0% |
| 5Y | -19.2% | +30.0% | -49.2% | -24.9% |
| 10Y | +280.4% | +238.4% | +42.0% | +187.8% |
| All | +11,583.7% | +6,839.3% | +4,744.4% | +5,677.9% |
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