+131.2%
TLT vs WCN
+2,794.0%
-2,662.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.3% | 0.0% |
| 7D | -0.4% | -0.6% | +0.2% | -0.5% |
| 30D | -0.6% | +0.4% | -1.0% | -0.5% |
| 3M | -2.7% | +7.3% | -10.1% | -1.9% |
| 6M | -5.6% | -2.5% | -3.1% | -5.8% |
| YTD | -2.8% | -5.4% | +2.6% | -3.2% |
| 1Y | -1.4% | -8.5% | +7.0% | -2.2% |
| 3Y | -1.6% | +20.8% | -22.4% | +1.3% |
| 5Y | -33.8% | +30.0% | -63.8% | -30.9% |
| 10Y | -21.1% | +238.4% | -259.6% | -3.8% |
| All | +131.2% | +2,794.0% | -2,662.8% | +284.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling