+2,301.7%
AFL vs WCN
+6,686.9%
-4,385.3%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | -0.1% |
| 7D | -2.1% | -1.7% | -0.4% | -1.7% |
| 30D | -5.4% | -3.0% | -2.4% | -4.7% |
| 3M | -0.3% | +2.5% | -2.8% | -1.0% |
| 6M | +5.2% | -5.7% | +10.9% | +6.5% |
| YTD | +5.7% | -7.4% | +13.1% | +7.3% |
| 1Y | +10.2% | -8.6% | +18.8% | +12.2% |
| 3Y | +63.4% | +19.4% | +44.0% | +54.6% |
| 5Y | +133.0% | +27.2% | +105.8% | +115.3% |
| 10Y | +299.5% | +238.5% | +61.0% | +190.4% |
| All | +2,301.7% | +6,686.9% | -4,385.3% | +1,077.0% |
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 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