+357.0%
TPR vs WCN
+322.0%
+35.0%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -1.0% |
| 7D | -1.1% | +1.2% | -2.3% | -1.8% |
| 30D | +15.1% | +26.4% | -11.3% | 0.0% |
| 3M | -13.4% | +17.5% | -30.9% | -21.6% |
| 6M | +1.4% | +28.7% | -27.4% | -13.6% |
| YTD | +4.8% | +11.5% | -6.8% | -3.6% |
| 1Y | +29.2% | +15.9% | +13.3% | +15.8% |
| 3Y | +403.7% | +51.6% | +352.1% | +257.4% |
| 5Y | +230.8% | +47.9% | +182.9% | +132.2% |
| All | +357.0% | +322.0% | +35.0% | +81.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling