+1,191.7%
AMT vs WCN
+7,914.0%
-6,722.3%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | 0.0% |
| 7D | +0.4% | +1.2% | -0.8% | +0.1% |
| 30D | +3.7% | +24.6% | -20.9% | -2.7% |
| 3M | +10.7% | +14.2% | -3.5% | +6.5% |
| 6M | +9.3% | +25.7% | -16.4% | +2.1% |
| YTD | +10.9% | +9.3% | +1.7% | +7.5% |
| 1Y | +10.5% | +15.3% | -4.8% | +5.4% |
| 3Y | +15.5% | +48.6% | -33.0% | +2.3% |
| 5Y | -20.6% | +46.9% | -67.5% | -29.6% |
| 10Y | +124.5% | +298.1% | -173.6% | +55.5% |
| All | +1,191.7% | +7,914.0% | -6,722.3% | +440.4% |
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