+1,802.9%
TER vs WCN
+235.2%
+1,567.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.1% | -2.4% | -3.0% |
| 7D | +9.4% | -4.4% | +13.8% | +11.7% |
| 30D | -2.4% | -4.4% | +2.0% | -0.5% |
| 3M | +6.5% | +0.5% | +6.1% | +3.9% |
| 6M | +23.2% | -3.3% | +26.4% | +21.5% |
| YTD | +91.5% | -8.5% | +100.0% | +94.4% |
| 1Y | +214.8% | -8.9% | +223.7% | +217.0% |
| 3Y | +275.3% | +18.0% | +257.3% | +202.2% |
| 5Y | +211.9% | +25.0% | +186.9% | +137.4% |
| All | +1,802.9% | +235.2% | +1,567.7% | +694.2% |
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