-38.4%
U vs WCN
+65.3%
-103.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -0.5% |
| 7D | 0.0% | -4.4% | +4.4% | +2.6% |
| 30D | -4.1% | -4.4% | +0.3% | -1.5% |
| 3M | +57.8% | +0.5% | +57.3% | +56.2% |
| 6M | +103.5% | -3.3% | +106.8% | +104.5% |
| YTD | -4.8% | -8.5% | +3.7% | -0.7% |
| 1Y | -2.4% | -8.9% | +6.5% | +0.9% |
| 3Y | +11.7% | +18.0% | -6.4% | -12.8% |
| 5Y | -68.9% | +25.0% | -93.9% | -77.5% |
| All | -38.4% | +65.3% | -103.7% | -64.8% |
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 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