+29.0%
WCN vs RBA
+44.6%
-15.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +0.9% | -0.6% |
| 7D | -0.4% | -1.1% | +0.6% | -0.2% |
| 30D | -2.1% | -13.2% | +11.1% | +0.6% |
| 3M | +6.4% | -21.4% | +27.7% | +11.1% |
| 6M | -3.7% | -20.9% | +17.2% | +0.4% |
| YTD | -6.4% | -19.9% | +13.5% | -2.6% |
| 1Y | -7.9% | -28.7% | +20.7% | -2.2% |
| 3Y | +20.8% | +27.4% | -6.6% | +14.7% |
| 5Y | +29.0% | +41.7% | -12.8% | +16.1% |
| All | +29.0% | +44.6% | -15.6% | +16.1% |
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