+375.5%
RY vs WCN
+235.4%
+140.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.1% | -0.6% |
| 7D | -0.5% | -1.7% | +1.2% | +0.2% |
| 30D | -1.9% | -3.0% | +1.1% | -0.7% |
| 3M | +5.1% | +2.5% | +2.6% | +3.5% |
| 6M | +28.2% | -5.7% | +33.9% | +30.3% |
| YTD | +22.9% | -7.4% | +30.3% | +25.6% |
| 1Y | +45.5% | -8.6% | +54.1% | +49.2% |
| 3Y | +156.7% | +19.4% | +137.3% | +128.3% |
| 5Y | +137.7% | +27.2% | +110.5% | +101.7% |
| 10Y | +375.5% | +238.5% | +137.0% | +164.6% |
| All | +375.5% | +235.4% | +140.1% | +164.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling