+46.9%
WCN vs RBA
+47.6%
-0.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.4% | -1.9% | 0.0% |
| 7D | +1.2% | +2.5% | -1.3% | +0.7% |
| 30D | +24.6% | +11.6% | +13.0% | +21.7% |
| 3M | +14.2% | +1.5% | +12.7% | +13.6% |
| 6M | +25.7% | -6.6% | +32.3% | +26.6% |
| YTD | +9.3% | -6.3% | +15.5% | +10.0% |
| 1Y | +15.3% | -4.0% | +19.3% | +15.4% |
| 3Y | +48.6% | +47.3% | +1.3% | +36.5% |
| 5Y | +46.9% | +47.7% | -0.7% | +39.0% |
| All | +46.9% | +47.6% | -0.7% | +39.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling