+7,716.4%
TPR vs WCN
+3,587.6%
+4,128.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.6% |
| 7D | -2.3% | -0.6% | -1.7% | -2.0% |
| 30D | -23.0% | +0.4% | -23.4% | -23.2% |
| 3M | -12.5% | +7.3% | -19.8% | -16.0% |
| 6M | -21.4% | -2.5% | -18.9% | -21.3% |
| YTD | -3.5% | -5.4% | +1.9% | -2.2% |
| 1Y | +17.4% | -8.5% | +25.8% | +20.8% |
| 3Y | +291.3% | +20.8% | +270.5% | +240.1% |
| 5Y | +241.9% | +30.0% | +211.9% | +181.7% |
| 10Y | +322.7% | +238.4% | +84.3% | +115.3% |
| All | +7,716.4% | +3,587.6% | +4,128.9% | +1,363.9% |
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