+12,189.8%
RMD vs WCN
+8,080.5%
+4,109.2%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.2% | +0.3% |
| 7D | +2.1% | +2.6% | -0.5% | +1.4% |
| 30D | +2.1% | +23.9% | -21.9% | -3.5% |
| 3M | +6.2% | +17.4% | -11.2% | +1.8% |
| 6M | +19.4% | +28.0% | -8.6% | +11.9% |
| YTD | +0.5% | +11.6% | -11.0% | -2.6% |
| 1Y | -3.9% | +16.9% | -20.8% | -8.1% |
| 3Y | +72.5% | +51.6% | +20.9% | +54.2% |
| 5Y | -1.5% | +48.0% | -49.5% | -11.6% |
| 10Y | +345.8% | +322.6% | +23.2% | +219.3% |
| All | +12,189.8% | +8,080.5% | +4,109.2% | +5,718.1% |
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