+236.1%
ALNY vs WCN
+235.9%
+0.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.4% |
| 7D | -6.5% | -3.1% | -3.4% | -5.0% |
| 30D | +11.0% | -3.4% | +14.4% | +13.0% |
| 3M | -14.1% | +3.0% | -17.0% | -14.7% |
| 6M | -22.4% | -3.8% | -18.6% | -20.7% |
| YTD | -37.5% | -8.3% | -29.1% | -34.7% |
| 1Y | -46.9% | -9.7% | -37.2% | -44.4% |
| 3Y | +22.1% | +17.2% | +4.9% | +10.1% |
| 5Y | +31.2% | +25.3% | +5.9% | +12.8% |
| All | +236.1% | +235.9% | +0.2% | +65.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling