+995.4%
TER vs WCN
+322.1%
+673.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | 0.0% | -5.4% | -5.4% |
| 7D | +14.4% | +2.6% | +11.8% | +13.2% |
| 30D | -30.6% | +23.9% | -54.5% | -37.6% |
| 3M | -39.2% | +17.4% | -56.6% | -44.1% |
| 6M | -31.3% | +28.0% | -59.3% | -41.2% |
| YTD | +29.1% | +11.6% | +17.5% | +18.5% |
| 1Y | +47.4% | +16.9% | +30.6% | +31.1% |
| 3Y | +191.2% | +51.6% | +139.6% | +104.0% |
| 5Y | +74.0% | +48.0% | +26.0% | +22.2% |
| All | +995.4% | +322.1% | +673.4% | +298.7% |
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