+7,615.8%
WCN vs RBA
+3,263.7%
+4,352.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.4% | -1.9% | +0.1% |
| 7D | +1.2% | +2.5% | -1.3% | +0.8% |
| 30D | +24.6% | +11.6% | +13.0% | +22.2% |
| 3M | +14.2% | +1.5% | +12.7% | +13.7% |
| 6M | +25.7% | -6.6% | +32.3% | +26.5% |
| YTD | +9.3% | -6.3% | +15.5% | +9.8% |
| 1Y | +15.3% | -4.0% | +19.3% | +15.4% |
| 3Y | +48.6% | +47.3% | +1.3% | +37.4% |
| 5Y | +46.9% | +47.7% | -0.7% | +33.9% |
| 10Y | +298.1% | +224.7% | +73.4% | +212.3% |
| All | +7,615.8% | +3,263.7% | +4,352.1% | +5,091.1% |
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