+210.1%
W vs WCN
+322.1%
-111.9%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +0.2% | +2.6% | -2.4% | -1.8% |
| 30D | +6.8% | +23.9% | -17.1% | -10.0% |
| 3M | +10.7% | +17.4% | -6.7% | -2.9% |
| 6M | +86.3% | +28.0% | +58.3% | +50.5% |
| YTD | +11.5% | +11.6% | -0.1% | -1.2% |
| 1Y | +5.1% | +16.9% | -11.8% | -10.7% |
| 3Y | +171.0% | +51.6% | +119.4% | +65.5% |
| 5Y | -56.6% | +48.0% | -104.6% | -72.5% |
| All | +210.1% | +322.1% | -111.9% | +2.1% |
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