+126.1%
TLT vs WCN
+3,310.8%
-3,184.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.4% | -1.4% |
| 7D | -2.7% | +1.2% | -3.9% | -2.6% |
| 30D | +2.2% | +26.4% | -24.3% | +4.7% |
| 3M | -1.7% | +17.5% | -19.3% | -0.1% |
| 6M | -4.0% | +28.7% | -32.7% | -1.3% |
| YTD | -4.9% | +11.5% | -16.5% | -3.7% |
| 1Y | -7.4% | +15.9% | -23.2% | -5.8% |
| 3Y | +3.0% | +51.6% | -48.5% | +8.7% |
| 5Y | -35.1% | +47.9% | -83.0% | -31.5% |
| 10Y | -12.7% | +322.5% | -335.2% | +9.1% |
| All | +126.1% | +3,310.8% | -3,184.7% | +282.0% |
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