+513.3%
XRT vs WCN
+1,631.4%
-1,118.1%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.6% |
| 7D | +0.8% | -0.6% | +1.4% | +1.1% |
| 30D | -4.2% | +0.4% | -4.6% | -4.5% |
| 3M | +5.1% | +7.3% | -2.2% | +0.8% |
| 6M | +2.4% | -2.5% | +4.9% | +2.8% |
| YTD | +3.2% | -5.4% | +8.6% | +4.8% |
| 1Y | +1.5% | -8.5% | +10.0% | +4.8% |
| 3Y | +40.6% | +20.8% | +19.8% | +21.1% |
| 5Y | -1.0% | +30.0% | -31.0% | -19.2% |
| 10Y | +128.4% | +238.4% | -110.0% | +3.4% |
| All | +513.3% | +1,631.4% | -1,118.1% | -5.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling