+234.7%
WCN vs MKTX
+5.0%
+229.7%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.2% | +0.2% |
| 7D | -3.1% | -0.2% | -2.9% | -3.1% |
| 30D | -3.4% | +0.7% | -4.1% | -3.5% |
| 3M | +3.0% | +40.8% | -37.8% | -3.6% |
| 6M | -3.8% | -8.0% | +4.2% | -2.7% |
| YTD | -8.3% | -8.7% | +0.4% | -7.3% |
| 1Y | -9.7% | -11.8% | +2.1% | -8.3% |
| 3Y | +17.2% | -24.0% | +41.2% | +19.6% |
| 5Y | +25.3% | -60.3% | +85.6% | +42.9% |
| All | +234.7% | +5.0% | +229.7% | +223.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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