+234.7%
WCN vs BG
+166.7%
+68.0%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.9% | +0.4% |
| 7D | -3.1% | +3.1% | -6.2% | -3.6% |
| 30D | -3.4% | +10.2% | -13.6% | -4.8% |
| 3M | +3.0% | -1.7% | +4.6% | +3.0% |
| 6M | -3.8% | +1.0% | -4.7% | -4.3% |
| YTD | -8.3% | +39.9% | -48.2% | -13.4% |
| 1Y | -9.7% | +53.2% | -63.0% | -16.2% |
| 3Y | +17.2% | +16.3% | +0.9% | +12.7% |
| 5Y | +25.3% | +83.9% | -58.6% | +9.1% |
| All | +234.7% | +166.7% | +68.0% | +151.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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