-26.5%
AR vs WCN
+610.8%
-637.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.6% | +1.0% | +1.3% |
| 7D | +2.1% | +0.4% | +1.7% | +1.9% |
| 30D | +4.5% | +25.3% | -20.8% | -4.7% |
| 3M | +1.0% | +15.4% | -14.4% | -4.9% |
| 6M | +4.4% | +27.8% | -23.4% | -5.7% |
| YTD | +10.9% | +10.6% | +0.3% | +5.6% |
| 1Y | +8.6% | +15.8% | -7.2% | +1.4% |
| 3Y | +48.5% | +50.3% | -1.8% | +23.9% |
| 5Y | +95.7% | +46.9% | +48.8% | +64.2% |
| 10Y | +55.5% | +318.8% | -263.3% | -15.3% |
| All | -26.5% | +610.8% | -637.3% | -68.9% |
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 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