-53.1%
TE vs WCN
+79.0%
-132.1%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.7% |
| 7D | +0.2% | -3.1% | +3.3% | +0.2% |
| 30D | -5.9% | -3.4% | -2.5% | -6.0% |
| 3M | -45.6% | +3.0% | -48.5% | -45.9% |
| 6M | -43.4% | -3.8% | -39.6% | -43.4% |
| YTD | -31.0% | -8.3% | -22.7% | -30.6% |
| 1Y | +145.2% | -9.7% | +155.0% | +146.7% |
| 3Y | -24.1% | +17.2% | -41.2% | -31.0% |
| 5Y | -48.1% | +25.3% | -73.4% | -53.8% |
| All | -53.1% | +79.0% | -132.1% | -58.2% |
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