+6,581.2%
WCN vs RBA
+2,834.2%
+3,747.0%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.2% |
| 7D | -0.6% | -2.9% | +2.3% | -0.1% |
| 30D | +0.4% | -12.3% | +12.7% | +2.6% |
| 3M | +7.3% | -20.5% | +27.8% | +11.2% |
| 6M | -2.5% | -18.5% | +16.0% | +0.5% |
| YTD | -5.4% | -18.2% | +12.9% | -2.6% |
| 1Y | -8.5% | -27.5% | +19.0% | -3.9% |
| 3Y | +20.8% | +38.1% | -17.3% | +13.0% |
| 5Y | +30.0% | +44.8% | -14.8% | +18.9% |
| 10Y | +238.4% | +187.1% | +51.3% | +171.4% |
| All | +6,581.2% | +2,834.2% | +3,747.0% | +4,505.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling