+695.4%
WCN vs USFR
+28.6%
+666.8%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +2.6% | +0.1% | +2.5% | +2.6% |
| 30D | +23.9% | +0.4% | +23.6% | +23.9% |
| 3M | +17.4% | +1.1% | +16.4% | +17.4% |
| 6M | +28.0% | +2.0% | +26.0% | +27.9% |
| YTD | +11.6% | +3.5% | +8.1% | +11.4% |
| 1Y | +16.9% | +4.1% | +12.8% | +16.7% |
| 3Y | +51.6% | +14.4% | +37.2% | +50.7% |
| 5Y | +48.0% | +21.4% | +26.6% | +46.5% |
| 10Y | +322.6% | +28.6% | +294.0% | +314.5% |
| All | +695.4% | +28.6% | +666.8% | +665.1% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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