+109.1%
AMGN vs WCN
+25.5%
+83.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.1% | -1.1% | -2.0% |
| 7D | -13.9% | -4.4% | -9.5% | -12.9% |
| 30D | -7.1% | -4.4% | -2.7% | -6.1% |
| 3M | +13.9% | +0.5% | +13.4% | +13.7% |
| 6M | +3.2% | -3.3% | +6.5% | +3.9% |
| YTD | +19.2% | -8.5% | +27.7% | +21.4% |
| 1Y | +41.1% | -8.9% | +50.1% | +43.7% |
| 3Y | +61.3% | +18.0% | +43.2% | +54.0% |
| 5Y | +109.1% | +25.0% | +84.0% | +94.9% |
| All | +109.1% | +25.5% | +83.6% | +94.9% |
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