+12.4%
AA vs WCN
+27.0%
-14.7%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.8% | -1.6% |
| 7D | -0.6% | -1.7% | +1.1% | -0.1% |
| 30D | -1.6% | -3.0% | +1.4% | -0.7% |
| 3M | -29.8% | +2.5% | -32.4% | -30.8% |
| 6M | -16.6% | -5.7% | -10.9% | -15.4% |
| YTD | -4.0% | -7.4% | +3.4% | -2.0% |
| 1Y | +63.5% | -8.6% | +72.1% | +67.3% |
| 3Y | +86.8% | +19.4% | +67.4% | +57.1% |
| 5Y | +12.4% | +27.2% | -14.8% | -7.4% |
| All | +12.4% | +27.0% | -14.7% | -7.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling