+947.4%
ALL vs WCN
+6,839.3%
-5,891.9%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.2% | -1.1% |
| 7D | 0.0% | -0.6% | +0.7% | +0.2% |
| 30D | -1.5% | +0.4% | -1.9% | -1.6% |
| 3M | +23.6% | +7.3% | +16.3% | +21.5% |
| 6M | +22.3% | -2.5% | +24.8% | +22.9% |
| YTD | +26.5% | -5.4% | +31.9% | +27.8% |
| 1Y | +27.0% | -8.5% | +35.5% | +29.4% |
| 3Y | +149.6% | +20.8% | +128.8% | +137.2% |
| 5Y | +118.1% | +30.0% | +88.1% | +102.6% |
| 10Y | +369.0% | +238.4% | +130.6% | +253.2% |
| All | +947.4% | +6,839.3% | -5,891.9% | +484.2% |
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 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