+580.0%
XYZ vs WCN
+239.1%
+340.8%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.0% | -2.2% | -2.4% |
| 7D | +2.9% | -0.4% | +3.3% | +3.2% |
| 30D | +1.4% | -2.1% | +3.5% | +3.2% |
| 3M | +14.6% | +6.4% | +8.2% | +7.8% |
| 6M | +20.8% | -3.7% | +24.4% | +21.8% |
| YTD | +23.1% | -6.4% | +29.4% | +27.4% |
| 1Y | +5.6% | -7.9% | +13.6% | +10.2% |
| 3Y | +50.9% | +20.8% | +30.1% | +16.1% |
| 5Y | -68.6% | +29.0% | -97.5% | -77.3% |
| 10Y | +580.0% | +236.4% | +343.6% | +155.1% |
| All | +580.0% | +239.1% | +340.8% | +155.1% |
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 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