+476.0%
A vs WCN
+5,554.3%
-5,078.2%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.7% | +1.0% |
| 7D | -1.9% | -0.6% | -1.3% | -1.7% |
| 30D | +6.9% | +0.4% | +6.5% | +6.7% |
| 3M | +9.2% | +7.3% | +1.9% | +6.3% |
| 6M | +25.7% | -2.5% | +28.2% | +25.9% |
| YTD | +11.5% | -5.4% | +16.9% | +12.7% |
| 1Y | +18.4% | -8.5% | +26.8% | +21.0% |
| 3Y | +26.6% | +20.8% | +5.8% | +15.8% |
| 5Y | -12.8% | +30.0% | -42.8% | -22.4% |
| 10Y | +247.2% | +238.4% | +8.8% | +123.1% |
| All | +476.0% | +5,554.3% | -5,078.2% | +86.7% |
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 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