+311.2%
TPR vs WCN
+239.1%
+72.1%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.0% | -2.7% | -3.1% |
| 7D | -3.4% | -0.4% | -2.9% | -3.1% |
| 30D | -27.3% | -2.1% | -25.2% | -26.4% |
| 3M | -16.2% | +6.4% | -22.6% | -19.6% |
| 6M | -17.9% | -3.7% | -14.2% | -17.0% |
| YTD | -7.1% | -6.4% | -0.8% | -4.9% |
| 1Y | +13.6% | -7.9% | +21.6% | +17.3% |
| 3Y | +293.7% | +20.8% | +272.9% | +222.6% |
| 5Y | +239.1% | +29.0% | +210.1% | +156.0% |
| 10Y | +311.2% | +236.4% | +74.8% | +86.5% |
| All | +311.2% | +239.1% | +72.1% | +86.5% |
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