-54.3%
S vs WCN
+39.1%
-93.4%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.2% | +0.7% |
| 7D | -1.2% | -1.7% | +0.5% | -0.3% |
| 30D | -12.6% | -3.0% | -9.6% | -11.2% |
| 3M | +27.6% | +2.5% | +25.0% | +24.9% |
| 6M | +35.5% | -5.7% | +41.2% | +38.8% |
| YTD | +29.6% | -7.4% | +37.0% | +33.9% |
| 1Y | +8.1% | -8.6% | +16.7% | +12.3% |
| 3Y | +14.8% | +19.4% | -4.6% | -5.7% |
| 5Y | -70.6% | +27.2% | -97.8% | -78.8% |
| All | -54.3% | +39.1% | -93.4% | -65.5% |
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