+287.7%
RNG vs WCN
+507.1%
-219.4%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.0% | -3.3% | -3.7% |
| 7D | -0.8% | -0.4% | -0.4% | -0.5% |
| 30D | +11.4% | -2.1% | +13.5% | +12.9% |
| 3M | +72.1% | +6.4% | +65.7% | +66.0% |
| 6M | +67.9% | -3.7% | +71.6% | +70.4% |
| YTD | +144.3% | -6.4% | +150.7% | +150.8% |
| 1Y | +117.5% | -7.9% | +125.5% | +124.4% |
| 3Y | +123.9% | +20.8% | +103.1% | +85.8% |
| 5Y | -70.1% | +29.0% | -99.1% | -76.4% |
| 10Y | +215.9% | +236.4% | -20.5% | +29.9% |
| All | +287.7% | +507.1% | -219.4% | +4.2% |
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