+953.7%
ALL vs WCN
+7,961.2%
-7,007.5%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.6% | +2.3% | +2.7% |
| 7D | -0.1% | +2.6% | -2.8% | -0.8% |
| 30D | +13.8% | +25.3% | -11.5% | +7.5% |
| 3M | -2.8% | +15.2% | -18.0% | -6.2% |
| 6M | +23.7% | +26.4% | -2.8% | +16.5% |
| YTD | +27.3% | +9.9% | +17.3% | +23.7% |
| 1Y | +30.5% | +16.2% | +14.4% | +25.2% |
| 3Y | +113.0% | +49.4% | +63.6% | +92.0% |
| 5Y | +157.6% | +46.2% | +111.4% | +132.3% |
| 10Y | +368.4% | +305.7% | +62.7% | +237.3% |
| All | +953.7% | +7,961.2% | -7,007.5% | +465.5% |
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 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