+143.7%
AR vs WCN
+27.0%
+116.7%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.6% |
| 7D | -1.2% | -1.7% | +0.5% | -0.4% |
| 30D | +5.5% | -3.0% | +8.5% | +6.9% |
| 3M | +12.9% | +2.5% | +10.3% | +11.4% |
| 6M | +0.1% | -5.7% | +5.8% | +2.4% |
| YTD | +13.5% | -7.4% | +21.0% | +17.0% |
| 1Y | +21.6% | -8.6% | +30.2% | +25.6% |
| 3Y | +46.0% | +19.4% | +26.6% | +29.1% |
| 5Y | +143.7% | +27.2% | +116.5% | +109.0% |
| All | +143.7% | +27.0% | +116.7% | +109.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling