+305.7%
WCN vs FIVE
+562.8%
-257.1%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | +2.6% | +7.3% | -4.7% | +1.8% |
| 30D | +25.3% | +18.1% | +7.3% | +23.1% |
| 3M | +15.2% | +7.7% | +7.5% | +14.1% |
| 6M | +26.4% | +13.6% | +12.8% | +24.1% |
| YTD | +9.9% | +34.6% | -24.7% | +5.6% |
| 1Y | +16.2% | +66.2% | -50.1% | +9.0% |
| 3Y | +49.4% | +43.5% | +5.9% | +39.3% |
| 5Y | +46.2% | +20.7% | +25.5% | +36.5% |
| 10Y | +305.7% | +541.5% | -235.8% | +205.4% |
| All | +305.7% | +562.8% | -257.1% | +205.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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