-7.0%
TLT vs WCN
+16.4%
-23.4%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.5% | -0.4% |
| 7D | -3.1% | +2.6% | -5.7% | -3.2% |
| 30D | +1.0% | +23.9% | -22.9% | +0.1% |
| 3M | -2.7% | +17.4% | -20.1% | -3.6% |
| 6M | -4.1% | +28.0% | -32.2% | -5.2% |
| YTD | -5.4% | +11.6% | -16.9% | -6.5% |
| 1Y | -7.0% | +16.9% | -23.9% | -8.3% |
| All | -7.0% | +16.4% | -23.4% | -8.3% |
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