+330.0%
ACWI vs WCN
+1,486.2%
-1,156.3%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.3% | +0.6% |
| 7D | -2.4% | +2.9% | -5.3% | -3.7% |
| 30D | -5.2% | +22.1% | -27.3% | -14.7% |
| 3M | -4.8% | +13.2% | -18.0% | -11.1% |
| 6M | -1.3% | +23.7% | -25.0% | -12.5% |
| YTD | +8.4% | +8.7% | -0.3% | +1.7% |
| 1Y | +11.0% | +15.3% | -4.3% | +0.8% |
| 3Y | +70.6% | +46.0% | +24.5% | +33.9% |
| 5Y | +55.3% | +45.9% | +9.4% | +20.1% |
| 10Y | +223.2% | +311.1% | -87.9% | +37.2% |
| All | +330.0% | +1,486.2% | -1,156.3% | -21.3% |
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