+594.1%
XYZ vs WCN
+318.3%
+275.8%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | -0.3% |
| 7D | -2.2% | +0.4% | -2.6% | -2.5% |
| 30D | +11.6% | +25.3% | -13.7% | -7.5% |
| 3M | +8.4% | +15.4% | -7.0% | -4.0% |
| 6M | +17.2% | +27.8% | -10.7% | -6.0% |
| YTD | +31.7% | +10.6% | +21.1% | +18.6% |
| 1Y | +30.1% | +15.8% | +14.3% | +12.3% |
| 3Y | +66.4% | +50.3% | +16.2% | +5.8% |
| 5Y | -62.2% | +46.9% | -109.1% | -75.5% |
| All | +594.1% | +318.3% | +275.8% | +111.4% |
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