+80.2%
ALB vs WCN
+235.2%
-155.0%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.1% | -1.9% | -2.4% |
| 7D | -7.6% | -4.4% | -3.2% | -5.3% |
| 30D | -5.6% | -4.4% | -1.2% | -3.2% |
| 3M | -16.8% | +0.5% | -17.3% | -17.8% |
| 6M | -26.3% | -3.3% | -23.0% | -26.3% |
| YTD | -13.2% | -8.5% | -4.7% | -10.4% |
| 1Y | +68.8% | -8.9% | +77.7% | +73.8% |
| 3Y | -30.7% | +18.0% | -48.7% | -40.9% |
| 5Y | -46.3% | +25.0% | -71.3% | -56.8% |
| All | +80.2% | +235.2% | -155.0% | -11.7% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling