+322.5%
WCN vs RBA
+207.2%
+115.3%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.2% |
| 7D | +2.6% | +1.7% | +0.8% | +2.2% |
| 30D | +23.9% | +8.3% | +15.6% | +21.7% |
| 3M | +17.4% | +10.5% | +6.9% | +14.6% |
| 6M | +28.0% | -5.9% | +33.9% | +28.8% |
| YTD | +11.6% | -6.9% | +18.4% | +12.3% |
| 1Y | +16.9% | -4.9% | +21.7% | +17.1% |
| 3Y | +51.6% | +64.5% | -12.9% | +33.9% |
| 5Y | +48.0% | +46.1% | +1.9% | +31.4% |
| All | +322.5% | +207.2% | +115.3% | +203.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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