-11.4%
TLT vs WCN
+309.3%
-320.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.5% | +0.1% |
| 7D | -1.0% | +0.4% | -1.4% | -1.0% |
| 30D | +4.1% | +25.3% | -21.2% | +4.6% |
| 3M | -0.4% | +15.4% | -15.8% | -0.1% |
| 6M | -3.2% | +27.8% | -31.0% | -2.6% |
| YTD | -3.5% | +10.6% | -14.1% | -3.4% |
| 1Y | -5.8% | +15.8% | -21.6% | -5.5% |
| 3Y | +4.6% | +50.3% | -45.7% | +7.1% |
| 5Y | -34.4% | +46.9% | -81.3% | -32.8% |
| 10Y | -11.4% | +318.8% | -330.2% | +0.8% |
| All | -11.4% | +309.3% | -320.8% | +0.8% |
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