+6,911.5%
AME vs WCN
+6,839.3%
+72.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.7% | +1.8% |
| 7D | +0.6% | -0.6% | +1.3% | +0.8% |
| 30D | -6.7% | +0.4% | -7.1% | -6.8% |
| 3M | +4.1% | +7.3% | -3.2% | +1.8% |
| 6M | +1.6% | -2.5% | +4.1% | +1.7% |
| YTD | +16.1% | -5.4% | +21.5% | +17.0% |
| 1Y | +27.3% | -8.5% | +35.8% | +29.3% |
| 3Y | +50.9% | +20.8% | +30.1% | +41.6% |
| 5Y | +81.4% | +30.0% | +51.4% | +66.9% |
| 10Y | +417.0% | +238.4% | +178.6% | +285.1% |
| All | +6,911.5% | +6,839.3% | +72.1% | +3,594.3% |
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