-68.6%
RNG vs WCN
+24.9%
-93.5%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.3% |
| 7D | -6.1% | -3.1% | -3.0% | -4.7% |
| 30D | +9.6% | -3.4% | +13.0% | +11.5% |
| 3M | +83.3% | +3.0% | +80.4% | +81.5% |
| 6M | +77.9% | -3.8% | +81.7% | +80.8% |
| YTD | +139.9% | -8.3% | +148.2% | +148.8% |
| 1Y | +121.7% | -9.7% | +131.4% | +131.0% |
| 3Y | +121.9% | +17.2% | +104.7% | +83.4% |
| All | -68.6% | +24.9% | -93.5% | -76.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling