+3,494.1%
AMGN vs WCN
+6,767.3%
-3,273.3%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -1.0% | -9.0% | -9.8% |
| 7D | -10.3% | -0.4% | -9.8% | -10.1% |
| 30D | -3.8% | -2.1% | -1.6% | -3.3% |
| 3M | +14.4% | +6.4% | +8.0% | +12.7% |
| 6M | +7.8% | -3.7% | +11.5% | +8.5% |
| YTD | +22.6% | -6.4% | +28.9% | +24.0% |
| 1Y | +44.2% | -7.9% | +52.2% | +46.3% |
| 3Y | +65.8% | +20.8% | +45.0% | +57.3% |
| 5Y | +108.0% | +29.0% | +79.0% | +92.9% |
| 10Y | +209.9% | +236.4% | -26.5% | +133.3% |
| All | +3,494.1% | +6,767.3% | -3,273.3% | +1,530.9% |
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 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