+298.1%
WCN vs FIVE
+596.6%
-298.4%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.6% | -5.1% | -0.1% |
| 7D | +1.2% | +6.2% | -5.0% | +0.5% |
| 30D | +24.6% | +18.2% | +6.4% | +22.3% |
| 3M | +14.2% | +3.8% | +10.4% | +13.5% |
| 6M | +25.7% | +13.7% | +12.0% | +23.3% |
| YTD | +9.3% | +34.7% | -25.4% | +5.0% |
| 1Y | +15.3% | +66.6% | -51.3% | +8.2% |
| 3Y | +48.6% | +44.3% | +4.3% | +38.5% |
| 5Y | +46.9% | +18.8% | +28.2% | +37.6% |
| 10Y | +298.1% | +569.2% | -271.1% | +201.4% |
| All | +298.1% | +596.6% | -298.4% | +201.4% |
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