+548.6%
XRT vs WCN
+1,911.3%
-1,362.6%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.7% |
| 7D | +4.1% | +2.6% | +1.5% | +2.7% |
| 30D | +9.9% | +25.3% | -15.4% | -2.9% |
| 3M | +2.3% | +15.2% | -13.0% | -5.5% |
| 6M | +9.6% | +26.4% | -16.8% | -4.1% |
| YTD | +9.1% | +9.9% | -0.8% | +2.0% |
| 1Y | +16.2% | +16.2% | +0.1% | +5.3% |
| 3Y | +60.1% | +49.4% | +10.7% | +22.7% |
| 5Y | -0.5% | +46.2% | -46.6% | -23.7% |
| 10Y | +145.1% | +305.7% | -160.6% | +0.3% |
| All | +548.6% | +1,911.3% | -1,362.6% | -7.7% |
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