-23.5%
AMRZ vs WCN
+20.4%
-43.9%
-35.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.4% | -0.5% | -1.4% |
| 7D | +1.2% | +2.9% | -1.7% | +0.5% |
| 30D | +15.1% | +22.1% | -7.0% | +10.0% |
| 3M | -18.1% | +13.2% | -31.2% | -20.9% |
| 6M | -23.5% | +23.7% | -47.2% | -25.8% |
| All | -23.5% | +20.4% | -43.9% | -25.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling