+234.7%
WCN vs BR
+189.7%
+45.0%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.3% |
| 7D | -3.1% | -3.0% | -0.1% | -2.0% |
| 30D | -3.4% | -0.3% | -3.1% | -3.4% |
| 3M | +3.0% | +17.3% | -14.3% | -3.6% |
| 6M | -3.8% | -6.7% | +2.9% | -2.0% |
| YTD | -8.3% | -23.4% | +15.1% | +0.7% |
| 1Y | -9.7% | -32.7% | +22.9% | +4.4% |
| 3Y | +17.2% | -5.9% | +23.1% | +17.1% |
| 5Y | +25.3% | +8.4% | +16.8% | +15.9% |
| All | +234.7% | +189.7% | +45.0% | +113.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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