-47.8%
S vs WCN
+67.7%
-115.4%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +2.0% | +2.6% | -0.6% | +0.7% |
| 30D | -2.7% | +23.9% | -26.7% | -13.2% |
| 3M | -6.9% | +17.4% | -24.3% | -14.7% |
| 6M | +38.1% | +28.0% | +10.1% | +19.8% |
| YTD | +48.0% | +11.6% | +36.4% | +38.3% |
| 1Y | +34.5% | +16.9% | +17.6% | +21.7% |
| 3Y | +38.3% | +51.6% | -13.3% | -0.8% |
| 5Y | -70.9% | +48.0% | -118.9% | -80.2% |
| All | -47.8% | +67.7% | -115.4% | -64.4% |
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