+45.8%
AR vs WCN
+19.6%
+26.2%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.5% |
| 7D | -1.8% | -0.4% | -1.4% | -1.7% |
| 30D | +12.6% | -2.1% | +14.7% | +13.3% |
| 3M | +10.0% | +6.4% | +3.6% | +7.9% |
| 6M | +0.6% | -3.7% | +4.3% | +1.7% |
| YTD | +13.4% | -6.4% | +19.8% | +15.4% |
| 1Y | +21.7% | -7.9% | +29.7% | +24.7% |
| 3Y | +45.8% | +20.8% | +25.0% | +46.9% |
| All | +45.8% | +19.6% | +26.2% | +46.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling