+924.1%
ALL vs WCN
+7,914.0%
-6,989.8%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.5% |
| 7D | -3.9% | +1.2% | -5.1% | -4.1% |
| 30D | +10.6% | +24.6% | -14.0% | +4.6% |
| 3M | -4.6% | +14.2% | -18.8% | -7.8% |
| 6M | +20.2% | +25.7% | -5.5% | +13.4% |
| YTD | +23.7% | +9.3% | +14.4% | +20.4% |
| 1Y | +27.9% | +15.3% | +12.6% | +22.8% |
| 3Y | +109.2% | +48.6% | +60.6% | +88.8% |
| 5Y | +148.0% | +46.9% | +101.1% | +123.4% |
| 10Y | +363.8% | +298.1% | +65.6% | +235.4% |
| All | +924.1% | +7,914.0% | -6,989.8% | +450.4% |
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