+219.1%
TER vs WCN
+30.9%
+188.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.0% | +5.2% | +4.4% |
| 7D | +11.0% | -0.4% | +11.4% | +11.0% |
| 30D | -1.9% | -2.1% | +0.3% | -1.6% |
| 3M | -0.7% | +6.4% | -7.0% | -3.9% |
| 6M | +36.4% | -3.7% | +40.0% | +36.4% |
| YTD | +92.4% | -6.4% | +98.8% | +94.4% |
| 1Y | +213.5% | -7.9% | +221.5% | +217.6% |
| 3Y | +277.2% | +20.8% | +256.4% | +206.2% |
| 5Y | +219.1% | +29.0% | +190.2% | +130.4% |
| All | +219.1% | +30.9% | +188.2% | +130.4% |
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 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