-53.6%
ALB vs WCN
+27.4%
-81.0%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.0% | -0.9% |
| 7D | -3.6% | +1.2% | -4.8% | -3.3% |
| 30D | -2.9% | +26.4% | -29.3% | +4.5% |
| 3M | -25.8% | +17.5% | -43.4% | -22.9% |
| 6M | -53.6% | +28.7% | -82.3% | -48.5% |
| All | -53.6% | +27.4% | -81.0% | -48.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling