+293.8%
TRV vs WCN
+235.2%
+58.6%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.7% | +1.1% |
| 7D | -1.5% | -4.4% | +2.9% | +0.9% |
| 30D | -1.8% | -4.4% | +2.6% | +0.6% |
| 3M | +21.6% | +0.5% | +21.1% | +20.9% |
| 6M | +22.5% | -3.3% | +25.7% | +23.9% |
| YTD | +28.1% | -8.5% | +36.6% | +33.0% |
| 1Y | +37.0% | -8.9% | +46.0% | +42.3% |
| 3Y | +141.9% | +18.0% | +123.8% | +114.4% |
| 5Y | +158.5% | +25.0% | +133.5% | +116.1% |
| All | +293.8% | +235.2% | +58.6% | +110.7% |
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