-5.8%
TLT vs WCN
+16.5%
-22.3%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.5% | 0.0% |
| 7D | -1.0% | +0.4% | -1.4% | -1.1% |
| 30D | +4.1% | +25.3% | -21.2% | +3.1% |
| 3M | -0.4% | +15.4% | -15.8% | -1.2% |
| 6M | -3.2% | +27.8% | -31.0% | -4.2% |
| YTD | -3.5% | +10.6% | -14.1% | -4.6% |
| 1Y | -5.8% | +15.8% | -21.6% | -7.3% |
| All | -5.8% | +16.5% | -22.3% | -7.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling