+234.7%
WCN vs EFV
+169.9%
+64.8%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | -0.3% |
| 7D | -3.1% | -0.8% | -2.3% | -2.7% |
| 30D | -3.4% | +0.6% | -4.0% | -3.7% |
| 3M | +3.0% | +7.5% | -4.6% | -0.8% |
| 6M | -3.8% | +13.0% | -16.8% | -9.9% |
| YTD | -8.3% | +18.3% | -26.6% | -16.4% |
| 1Y | -9.7% | +26.7% | -36.5% | -20.6% |
| 3Y | +17.2% | +89.6% | -72.4% | -17.3% |
| 5Y | +25.3% | +98.2% | -72.9% | -14.6% |
| All | +234.7% | +169.9% | +64.8% | +89.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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