+536.2%
XRT vs WCN
+1,940.5%
-1,404.3%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.9% | -2.7% | -2.3% |
| 7D | -0.4% | +1.2% | -1.6% | -1.1% |
| 30D | +7.5% | +26.4% | -18.9% | -5.5% |
| 3M | +2.3% | +17.5% | -15.2% | -6.4% |
| 6M | +12.8% | +28.7% | -15.9% | -2.3% |
| YTD | +7.1% | +11.5% | -4.5% | -0.7% |
| 1Y | +12.3% | +15.9% | -3.6% | +1.8% |
| 3Y | +57.0% | +51.6% | +5.4% | +19.4% |
| 5Y | -4.3% | +47.9% | -52.3% | -27.1% |
| 10Y | +136.7% | +322.5% | -185.8% | -5.3% |
| All | +536.2% | +1,940.5% | -1,404.3% | -10.2% |
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