+1,152.9%
RSP vs WCN
+3,226.6%
-2,073.7%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.5% |
| 7D | -0.3% | +0.4% | -0.7% | -0.5% |
| 30D | +4.4% | +25.3% | -20.9% | -7.5% |
| 3M | +1.3% | +15.4% | -14.2% | -6.5% |
| 6M | +10.0% | +27.8% | -17.9% | -4.3% |
| YTD | +17.6% | +10.6% | +7.1% | +9.5% |
| 1Y | +19.2% | +15.8% | +3.4% | +8.2% |
| 3Y | +66.0% | +50.3% | +15.8% | +28.6% |
| 5Y | +50.4% | +46.9% | +3.5% | +16.3% |
| 10Y | +215.7% | +318.8% | -103.1% | +36.2% |
| All | +1,152.9% | +3,226.6% | -2,073.7% | +97.6% |
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 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