+804.4%
AAOI vs WCN
+18.4%
+786.0%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.2% | +1.8% | +2.0% |
| 7D | -0.2% | -3.1% | +3.0% | -0.8% |
| 30D | -23.7% | -3.4% | -20.3% | -24.2% |
| 3M | -39.0% | +3.0% | -42.0% | -39.8% |
| 6M | -17.0% | -3.8% | -13.3% | -16.7% |
| YTD | +202.2% | -8.3% | +210.6% | +209.3% |
| 1Y | +292.4% | -9.7% | +302.1% | +304.3% |
| 3Y | +804.4% | +17.2% | +787.2% | +598.0% |
| All | +804.4% | +18.4% | +786.0% | +598.0% |
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