-16.1%
Z vs WCN
+309.0%
-325.0%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.4% | -1.1% | -1.6% |
| 7D | -4.6% | +2.9% | -7.5% | -6.1% |
| 30D | +8.3% | +22.1% | -13.8% | -4.0% |
| 3M | -11.6% | +13.2% | -24.8% | -17.8% |
| 6M | -33.6% | +23.7% | -57.3% | -41.9% |
| YTD | -56.7% | +8.7% | -65.4% | -59.4% |
| 1Y | -59.1% | +15.3% | -74.5% | -63.2% |
| 3Y | -20.4% | +46.0% | -66.4% | -40.4% |
| 5Y | -55.3% | +45.9% | -101.2% | -67.0% |
| All | -16.1% | +309.0% | -325.0% | -63.1% |
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