+561.6%
A vs WCN
+6,563.9%
-6,002.3%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.9% | -3.1% | -2.5% |
| 7D | +0.7% | +1.2% | -0.5% | +0.3% |
| 30D | +0.8% | +26.4% | -25.6% | -7.7% |
| 3M | +16.9% | +17.5% | -0.6% | +9.8% |
| 6M | +53.8% | +28.7% | +25.0% | +39.4% |
| YTD | +28.1% | +11.5% | +16.6% | +21.5% |
| 1Y | +15.0% | +15.9% | -0.8% | +7.6% |
| 3Y | +63.1% | +51.6% | +11.5% | +37.1% |
| 5Y | +11.5% | +47.9% | -36.5% | -5.8% |
| 10Y | +303.2% | +322.5% | -19.3% | +138.8% |
| All | +561.6% | +6,563.9% | -6,002.3% | +101.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling