-18.5%
Z vs WCN
+322.0%
-340.4%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.9% | -3.2% | -2.8% |
| 7D | -4.9% | +1.2% | -6.1% | -5.6% |
| 30D | +3.0% | +26.4% | -23.5% | -10.7% |
| 3M | -13.4% | +17.5% | -30.9% | -21.4% |
| 6M | -27.3% | +28.7% | -56.1% | -38.0% |
| YTD | -57.8% | +11.5% | -69.3% | -61.0% |
| 1Y | -60.0% | +15.9% | -75.9% | -64.1% |
| 3Y | -21.5% | +51.6% | -73.1% | -42.7% |
| 5Y | -55.0% | +47.9% | -102.9% | -67.1% |
| All | -18.5% | +322.0% | -340.4% | -66.1% |
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