+14.9%
RRX vs WCN
+25.5%
-10.6%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.1% | -0.8% | -1.7% |
| 7D | -3.7% | -4.4% | +0.7% | -2.7% |
| 30D | -9.3% | -4.4% | -4.8% | -8.3% |
| 3M | -21.8% | +0.5% | -22.3% | -22.4% |
| 6M | -22.0% | -3.3% | -18.7% | -21.9% |
| YTD | +11.9% | -8.5% | +20.4% | +14.3% |
| 1Y | +11.6% | -8.9% | +20.5% | +13.9% |
| 3Y | +2.2% | +18.0% | -15.9% | -9.6% |
| 5Y | +14.9% | +25.0% | -10.2% | -4.6% |
| All | +14.9% | +25.5% | -10.6% | -4.6% |
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