+64.2%
T vs WCN
+27.0%
+37.2%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.6% | -1.5% |
| 7D | -3.1% | -1.7% | -1.4% | -2.6% |
| 30D | +4.6% | -3.0% | +7.6% | +5.4% |
| 3M | +12.2% | +2.5% | +9.7% | +11.6% |
| 6M | -6.5% | -5.7% | -0.8% | -5.2% |
| YTD | +4.9% | -7.4% | +12.3% | +6.7% |
| 1Y | -10.5% | -8.6% | -1.9% | -8.7% |
| 3Y | +104.6% | +19.4% | +85.2% | +96.7% |
| 5Y | +64.2% | +27.2% | +37.0% | +51.8% |
| All | +64.2% | +27.0% | +37.2% | +51.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling