+109.2%
ALL vs WCN
+47.6%
+61.6%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.6% |
| 7D | -3.9% | +1.2% | -5.1% | -4.3% |
| 30D | +10.6% | +24.6% | -14.0% | +0.5% |
| 3M | -4.6% | +14.2% | -18.8% | -9.9% |
| 6M | +20.2% | +25.7% | -5.5% | +8.9% |
| YTD | +23.7% | +9.3% | +14.4% | +18.4% |
| 1Y | +27.9% | +15.3% | +12.6% | +18.9% |
| 3Y | +109.2% | +48.6% | +60.6% | +86.2% |
| All | +109.2% | +47.6% | +61.6% | +86.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling