+4.7%
WY vs WCN
+235.9%
-231.2%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.2% |
| 7D | -4.2% | -3.1% | -1.1% | -2.1% |
| 30D | -10.1% | -3.4% | -6.7% | -8.0% |
| 3M | -8.5% | +3.0% | -11.5% | -10.4% |
| 6M | -3.3% | -3.8% | +0.4% | -1.7% |
| YTD | -4.4% | -8.3% | +3.9% | -0.3% |
| 1Y | -11.5% | -9.7% | -1.7% | -6.9% |
| 3Y | -24.3% | +17.2% | -41.5% | -36.9% |
| 5Y | -21.3% | +25.3% | -46.6% | -39.8% |
| All | +4.7% | +235.9% | -231.2% | -57.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 10y: compounded portfolio wealth divided by compounded WCN 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…
10y analysis · Full analysis span regression · 6 months rolling