+1,142.9%
RSP vs WCN
+3,207.7%
-2,064.8%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.3% |
| 7D | +0.7% | +2.6% | -1.9% | -0.6% |
| 30D | +3.7% | +25.3% | -21.6% | -8.2% |
| 3M | +0.7% | +15.2% | -14.5% | -7.0% |
| 6M | +9.0% | +26.4% | -17.4% | -4.5% |
| YTD | +16.7% | +9.9% | +6.8% | +9.0% |
| 1Y | +19.0% | +16.2% | +2.8% | +7.8% |
| 3Y | +64.7% | +49.4% | +15.3% | +27.9% |
| 5Y | +49.6% | +46.2% | +3.4% | +16.0% |
| 10Y | +213.2% | +305.7% | -92.5% | +37.4% |
| All | +1,142.9% | +3,207.7% | -2,064.8% | +96.6% |
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