+1,510.9%
ALB vs WCN
+6,839.3%
-5,328.4%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.2% | -3.3% | -4.1% |
| 7D | -8.1% | -0.6% | -7.4% | -7.9% |
| 30D | +6.3% | +0.4% | +5.8% | +6.2% |
| 3M | -23.6% | +7.3% | -30.9% | -25.7% |
| 6M | -24.6% | -2.5% | -22.1% | -24.7% |
| YTD | -10.3% | -5.4% | -4.9% | -9.6% |
| 1Y | +61.5% | -8.5% | +69.9% | +64.1% |
| 3Y | -34.0% | +20.8% | -54.8% | -39.2% |
| 5Y | -44.6% | +30.0% | -74.6% | -50.3% |
| 10Y | +76.1% | +238.4% | -162.3% | +18.1% |
| All | +1,510.9% | +6,839.3% | -5,328.4% | +533.0% |
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