-44.0%
S vs WCN
+66.2%
-110.2%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.6% | +0.9% | +1.2% |
| 7D | +1.2% | +0.4% | +0.8% | +1.0% |
| 30D | -7.3% | +25.3% | -32.6% | -17.9% |
| 3M | +5.9% | +15.4% | -9.6% | -2.1% |
| 6M | +45.6% | +27.8% | +17.8% | +26.4% |
| YTD | +58.5% | +10.6% | +48.0% | +48.8% |
| 1Y | +37.6% | +15.8% | +21.8% | +25.2% |
| 3Y | +51.7% | +50.3% | +1.4% | +9.3% |
| 5Y | -67.5% | +46.9% | -114.4% | -77.8% |
| All | -44.0% | +66.2% | -110.2% | -61.7% |
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