+256.1%
TPR vs WCN
+45.6%
+210.5%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.3% | -0.6% |
| 7D | +14.2% | +2.9% | +11.3% | +13.3% |
| 30D | +17.1% | +22.1% | -5.0% | +10.1% |
| 3M | -17.7% | +13.2% | -30.9% | -20.8% |
| 6M | -10.2% | +23.7% | -33.9% | -16.1% |
| YTD | +4.9% | +8.7% | -3.8% | +1.9% |
| 1Y | +36.1% | +15.3% | +20.8% | +29.3% |
| 3Y | +416.5% | +46.0% | +370.5% | +325.6% |
| All | +256.1% | +45.6% | +210.5% | +188.8% |
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