+25.0%
WCN vs VEU
+53.0%
-28.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -0.7% |
| 7D | -4.4% | -1.9% | -2.5% | -3.8% |
| 30D | -4.4% | -0.7% | -3.7% | -4.2% |
| 3M | +0.5% | +4.9% | -4.4% | -1.5% |
| 6M | -3.3% | +9.8% | -13.1% | -7.5% |
| YTD | -8.5% | +15.3% | -23.8% | -14.5% |
| 1Y | -8.9% | +23.0% | -32.0% | -17.5% |
| 3Y | +18.0% | +73.5% | -55.4% | -10.2% |
| 5Y | +25.0% | +54.5% | -29.4% | -1.8% |
| All | +25.0% | +53.0% | -28.0% | -1.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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