+7,051.3%
AME vs WCN
+8,080.5%
-1,029.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +5.9% | +2.6% | +3.3% | +5.2% |
| 30D | -1.9% | +23.9% | -25.9% | -7.6% |
| 3M | -5.4% | +17.4% | -22.8% | -9.6% |
| 6M | +4.9% | +28.0% | -23.1% | -2.4% |
| YTD | +18.5% | +11.6% | +6.9% | +13.9% |
| 1Y | +25.5% | +16.9% | +8.6% | +19.1% |
| 3Y | +63.0% | +51.6% | +11.4% | +43.8% |
| 5Y | +78.3% | +48.0% | +30.3% | +58.0% |
| 10Y | +447.1% | +322.6% | +124.5% | +284.3% |
| All | +7,051.3% | +8,080.5% | -1,029.2% | +3,495.2% |
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