+62.5%
T vs WCN
+322.0%
-259.5%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.2% | -0.7% |
| 7D | +1.6% | +1.2% | +0.5% | +1.2% |
| 30D | -2.9% | +26.4% | -29.4% | -12.0% |
| 3M | -7.5% | +17.5% | -25.0% | -13.6% |
| 6M | -9.9% | +28.7% | -38.6% | -19.0% |
| YTD | -6.4% | +11.5% | -18.0% | -11.4% |
| 1Y | -9.4% | +15.9% | -25.3% | -15.6% |
| 3Y | +64.9% | +51.6% | +13.3% | +35.3% |
| 5Y | +57.0% | +47.9% | +9.0% | +27.5% |
| All | +62.5% | +322.0% | -259.5% | -10.7% |
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