+6,979.9%
AME vs WCN
+8,007.2%
-1,027.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.4% |
| 7D | +1.1% | +0.4% | +0.7% | +1.0% |
| 30D | -4.1% | +25.3% | -29.4% | -9.9% |
| 3M | -6.3% | +15.4% | -21.8% | -10.2% |
| 6M | +3.5% | +27.8% | -24.3% | -3.7% |
| YTD | +17.3% | +10.6% | +6.7% | +13.0% |
| 1Y | +22.0% | +15.8% | +6.2% | +16.1% |
| 3Y | +62.0% | +50.3% | +11.8% | +43.2% |
| 5Y | +78.5% | +46.9% | +31.6% | +58.4% |
| 10Y | +441.6% | +318.8% | +122.8% | +281.3% |
| All | +6,979.9% | +8,007.2% | -1,027.3% | +3,467.5% |
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