+234.7%
WCN vs NWSA
+149.4%
+85.3%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.1% |
| 7D | -3.1% | -2.8% | -0.3% | -2.5% |
| 30D | -3.4% | +3.0% | -6.4% | -4.1% |
| 3M | +3.0% | +12.3% | -9.4% | +0.1% |
| 6M | -3.8% | +21.9% | -25.6% | -8.4% |
| YTD | -8.3% | +13.6% | -21.9% | -11.4% |
| 1Y | -9.7% | +0.5% | -10.2% | -10.4% |
| 3Y | +17.2% | +43.8% | -26.6% | +5.7% |
| 5Y | +25.3% | +41.2% | -15.9% | +11.0% |
| All | +234.7% | +149.4% | +85.3% | +136.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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