+124.8%
XRT vs WCN
+235.4%
-110.6%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.5% | -1.1% |
| 7D | -2.4% | -1.7% | -0.7% | -1.6% |
| 30D | -6.9% | -3.0% | -4.0% | -5.6% |
| 3M | -0.4% | +2.5% | -3.0% | -1.8% |
| 6M | +2.2% | -5.7% | +7.9% | +4.3% |
| YTD | -0.7% | -7.4% | +6.8% | +1.9% |
| 1Y | -2.0% | -8.6% | +6.6% | +1.0% |
| 3Y | +41.0% | +19.4% | +21.6% | +23.1% |
| 5Y | -3.3% | +27.2% | -30.5% | -19.6% |
| 10Y | +124.8% | +238.5% | -113.7% | +22.9% |
| All | +124.8% | +235.4% | -110.6% | +22.9% |
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