+185.3%
RNG vs WCN
+16.1%
+169.2%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.8% | -3.0% | -0.2% |
| 7D | -9.6% | +6.7% | -16.3% | -9.6% |
| 30D | -1.4% | +24.3% | -25.7% | -2.6% |
| 3M | +28.8% | +16.1% | +12.7% | +28.2% |
| 6M | +65.6% | +19.9% | +45.6% | +66.2% |
| YTD | +171.4% | +10.1% | +161.3% | +169.8% |
| 1Y | +185.3% | +14.4% | +170.9% | +184.3% |
| All | +185.3% | +16.1% | +169.2% | +184.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling