+1,197.1%
AMT vs WCN
+8,078.4%
-6,881.3%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.5% |
| 7D | -2.2% | +1.2% | -3.3% | -2.5% |
| 30D | +5.8% | +26.4% | -20.7% | -1.2% |
| 3M | +12.6% | +17.5% | -5.0% | +7.3% |
| 6M | +8.3% | +28.7% | -20.4% | +0.6% |
| YTD | +11.4% | +11.5% | -0.1% | +7.3% |
| 1Y | +7.7% | +15.9% | -8.1% | +2.6% |
| 3Y | +14.8% | +51.6% | -36.8% | +1.1% |
| 5Y | -18.0% | +47.9% | -65.9% | -27.4% |
| 10Y | +133.0% | +322.5% | -189.5% | +59.0% |
| All | +1,197.1% | +8,078.4% | -6,881.3% | +439.5% |
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