-12.6%
AMRZ vs WCN
+16.8%
-29.5%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.4% | -1.9% |
| 7D | +0.2% | +2.6% | -2.4% | -0.3% |
| 30D | +16.2% | +25.3% | -9.1% | +11.7% |
| 3M | -8.9% | +15.2% | -24.1% | -11.4% |
| 6M | -20.1% | +26.4% | -46.5% | -23.2% |
| YTD | -21.3% | +9.9% | -31.2% | -21.4% |
| 1Y | -12.6% | +16.2% | -28.8% | -14.8% |
| All | -12.6% | +16.8% | -29.5% | -14.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling