+85.2%
AME vs WCN
+27.0%
+58.2%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.5% | -0.2% |
| 7D | +1.3% | -1.7% | +3.1% | +1.9% |
| 30D | -6.6% | -3.0% | -3.6% | -5.6% |
| 3M | +3.0% | +2.5% | +0.4% | +1.3% |
| 6M | +5.3% | -5.7% | +11.0% | +7.0% |
| YTD | +15.4% | -7.4% | +22.9% | +18.0% |
| 1Y | +26.8% | -8.6% | +35.4% | +30.2% |
| 3Y | +56.5% | +19.4% | +37.1% | +36.4% |
| 5Y | +85.2% | +27.2% | +58.0% | +51.7% |
| All | +85.2% | +27.0% | +58.2% | +51.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling