-63.4%
ALB vs WCN
+48.0%
-111.3%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | -5.8% | +2.6% | -8.4% | -6.5% |
| 30D | -4.5% | +23.9% | -28.5% | -11.0% |
| 3M | -28.1% | +17.4% | -45.5% | -31.7% |
| 6M | -53.2% | +28.0% | -81.2% | -57.2% |
| YTD | -33.3% | +11.6% | -44.9% | -35.7% |
| 1Y | -17.4% | +16.9% | -34.3% | -22.0% |
| 3Y | -14.1% | +51.6% | -65.7% | -30.9% |
| All | -63.4% | +48.0% | -111.3% | -70.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling