-34.8%
TLT vs WCN
+48.0%
-82.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.6% | -1.9% | -1.4% |
| 7D | -0.3% | +2.6% | -2.9% | -0.5% |
| 30D | +3.7% | +25.3% | -21.6% | +1.5% |
| 3M | -0.7% | +15.2% | -15.9% | -2.1% |
| 6M | -4.2% | +26.4% | -30.6% | -6.5% |
| YTD | -4.0% | +9.9% | -13.9% | -5.1% |
| 1Y | -5.8% | +16.2% | -22.0% | -7.5% |
| 3Y | +4.1% | +49.4% | -45.3% | -0.2% |
| 5Y | -34.8% | +46.2% | -81.0% | -38.1% |
| All | -34.8% | +48.0% | -82.8% | -38.1% |
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