+1,077.0%
TER vs WCN
+309.3%
+767.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +0.6% | +7.7% | +8.1% |
| 7D | +5.9% | +0.4% | +5.5% | +5.7% |
| 30D | -30.8% | +25.3% | -56.1% | -38.2% |
| 3M | -29.9% | +15.4% | -45.4% | -35.2% |
| 6M | -27.5% | +27.8% | -55.3% | -38.0% |
| YTD | +37.5% | +10.6% | +26.9% | +26.6% |
| 1Y | +50.3% | +15.8% | +34.5% | +34.2% |
| 3Y | +204.9% | +50.3% | +154.6% | +114.3% |
| 5Y | +89.2% | +46.9% | +42.2% | +33.2% |
| 10Y | +1,077.0% | +318.8% | +758.2% | +330.4% |
| All | +1,077.0% | +309.3% | +767.6% | +330.4% |
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