+141.7%
RNG vs WCN
-8.7%
+150.4%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.2% | -2.7% | -3.8% |
| 7D | +5.8% | -0.6% | +6.4% | +5.8% |
| 30D | +19.6% | +0.4% | +19.2% | +19.6% |
| 3M | +67.0% | +7.3% | +59.7% | +69.8% |
| 6M | +88.4% | -2.5% | +90.9% | +89.5% |
| YTD | +155.5% | -5.4% | +160.9% | +153.4% |
| 1Y | +141.7% | -8.5% | +150.1% | +144.4% |
| All | +141.7% | -8.7% | +150.4% | +144.4% |
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