+12,156.9%
RMD vs WCN
+8,078.4%
+4,078.5%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | +0.2% |
| 7D | +0.1% | +1.2% | -1.1% | -0.2% |
| 30D | +1.9% | +26.4% | -24.5% | -4.1% |
| 3M | +6.3% | +17.5% | -11.2% | +1.8% |
| 6M | +18.2% | +28.7% | -10.5% | +10.7% |
| YTD | +0.3% | +11.5% | -11.3% | -2.9% |
| 1Y | -4.3% | +15.9% | -20.1% | -8.2% |
| 3Y | +71.3% | +51.6% | +19.7% | +53.1% |
| 5Y | -1.8% | +47.9% | -49.7% | -11.8% |
| 10Y | +344.6% | +322.5% | +22.1% | +218.5% |
| All | +12,156.9% | +8,078.4% | +4,078.5% | +5,703.0% |
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