+153.7%
ALL vs WCN
+19.6%
+134.1%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.0% | -1.3% | -1.9% |
| 7D | -1.7% | -0.4% | -1.3% | -1.5% |
| 30D | -4.7% | -2.1% | -2.5% | -3.8% |
| 3M | +18.4% | +6.4% | +12.0% | +15.4% |
| 6M | +20.5% | -3.7% | +24.2% | +22.0% |
| YTD | +23.5% | -6.4% | +29.9% | +26.3% |
| 1Y | +29.0% | -7.9% | +36.9% | +32.9% |
| 3Y | +153.7% | +20.8% | +132.9% | +145.3% |
| All | +153.7% | +19.6% | +134.1% | +145.3% |
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