+172.5%
VEA vs WCN
+1,211.5%
-1,038.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | +0.1% |
| 7D | +1.9% | -0.4% | +2.3% | +2.1% |
| 30D | +0.8% | -2.1% | +2.9% | +1.8% |
| 3M | +5.7% | +6.4% | -0.7% | +1.7% |
| 6M | +13.3% | -3.7% | +17.0% | +13.9% |
| YTD | +18.4% | -6.4% | +24.7% | +20.2% |
| 1Y | +27.0% | -7.9% | +34.9% | +29.7% |
| 3Y | +79.3% | +20.8% | +58.5% | +55.9% |
| 5Y | +62.1% | +29.0% | +33.2% | +33.7% |
| 10Y | +160.3% | +236.4% | -76.1% | +21.1% |
| All | +172.5% | +1,211.5% | -1,038.9% | -49.2% |
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