+30.9%
A vs WCN
+19.5%
+11.4%
-35.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.3% | -1.2% |
| 7D | -4.4% | -1.7% | -2.7% | -4.0% |
| 30D | -2.7% | -3.0% | +0.3% | -2.1% |
| 3M | +7.0% | +2.5% | +4.5% | +6.4% |
| 6M | +24.6% | -5.7% | +30.3% | +26.4% |
| YTD | +7.0% | -7.4% | +14.5% | +9.0% |
| 1Y | +15.6% | -8.6% | +24.2% | +18.0% |
| All | +30.9% | +19.5% | +11.4% | +27.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling