+234.1%
WCN vs IBN
+316.4%
-82.3%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -1.0% |
| 7D | -4.4% | -5.5% | +1.1% | -3.5% |
| 30D | -4.4% | -3.4% | -1.0% | -3.9% |
| 3M | +0.5% | +8.7% | -8.2% | -1.0% |
| 6M | -3.3% | +3.7% | -7.0% | -4.1% |
| YTD | -8.5% | -2.4% | -6.1% | -8.5% |
| 1Y | -8.9% | -8.1% | -0.8% | -8.0% |
| 3Y | +18.0% | +26.3% | -8.3% | +12.1% |
| 5Y | +25.0% | +54.9% | -29.9% | +13.9% |
| All | +234.1% | +316.4% | -82.3% | +163.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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