+195.5%
AMGN vs WCN
+235.9%
-40.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.5% | -1.4% |
| 7D | -13.7% | -3.1% | -10.6% | -12.6% |
| 30D | -8.8% | -3.4% | -5.4% | -7.5% |
| 3M | +7.2% | +3.0% | +4.2% | +5.9% |
| 6M | +1.3% | -3.8% | +5.0% | +2.3% |
| YTD | +17.6% | -8.3% | +26.0% | +20.8% |
| 1Y | +37.2% | -9.7% | +46.9% | +41.6% |
| 3Y | +57.7% | +17.2% | +40.6% | +43.8% |
| 5Y | +106.3% | +25.3% | +81.0% | +78.8% |
| All | +195.5% | +235.9% | -40.3% | +88.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling