+957.8%
AAOI vs WCN
+494.8%
+463.1%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.2% | +1.8% | +1.9% |
| 7D | -0.2% | -3.1% | +3.0% | +1.3% |
| 30D | -23.7% | -3.4% | -20.3% | -22.6% |
| 3M | -39.0% | +3.0% | -42.0% | -41.5% |
| 6M | -17.0% | -3.8% | -13.3% | -18.9% |
| YTD | +202.2% | -8.3% | +210.6% | +204.4% |
| 1Y | +292.4% | -9.7% | +302.1% | +294.8% |
| 3Y | +804.4% | +17.2% | +787.2% | +652.0% |
| 5Y | +1,318.0% | +25.3% | +1,292.8% | +1,027.3% |
| 10Y | +436.7% | +235.4% | +201.4% | +126.2% |
| All | +957.8% | +494.8% | +463.1% | +182.5% |
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