+72.4%
TER vs WCN
+46.3%
+26.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +0.5% | +12.2% | +12.7% |
| 7D | -5.8% | +1.2% | -6.9% | -5.8% |
| 30D | -38.9% | +24.6% | -63.5% | -40.3% |
| 3M | -35.1% | +14.2% | -49.3% | -35.8% |
| 6M | -31.6% | +25.7% | -57.3% | -35.0% |
| YTD | +27.2% | +9.3% | +18.0% | +26.8% |
| 1Y | +35.2% | +15.3% | +19.9% | +31.5% |
| 3Y | +192.8% | +48.6% | +144.2% | +126.9% |
| 5Y | +72.4% | +46.9% | +25.5% | +25.9% |
| All | +72.4% | +46.3% | +26.1% | +25.9% |
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