+26.7%
AME vs WCN
-9.1%
+35.9%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.2% | +3.1% | +3.2% |
| 7D | +1.7% | -3.1% | +4.9% | +1.9% |
| 30D | -6.4% | -3.4% | -3.1% | -6.3% |
| 3M | +7.1% | +3.0% | +4.1% | +6.2% |
| 6M | +8.2% | -3.8% | +11.9% | +8.9% |
| YTD | +18.2% | -8.3% | +26.5% | +20.3% |
| 1Y | +26.7% | -9.7% | +36.5% | +30.0% |
| All | +26.7% | -9.1% | +35.9% | +30.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling