-33.7%
TLT vs WCN
+30.9%
-64.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.1% |
| 7D | +0.4% | -0.4% | +0.8% | +0.4% |
| 30D | -0.3% | -2.1% | +1.8% | -0.1% |
| 3M | -1.7% | +6.4% | -8.1% | -2.4% |
| 6M | -4.9% | -3.7% | -1.2% | -4.7% |
| YTD | -2.8% | -6.4% | +3.6% | -2.3% |
| 1Y | -4.2% | -7.9% | +3.7% | -3.6% |
| 3Y | -1.1% | +20.8% | -21.9% | -3.2% |
| 5Y | -33.7% | +29.0% | -62.7% | -35.3% |
| All | -33.7% | +30.9% | -64.7% | -35.3% |
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 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