-24.2%
AR vs WCN
+508.4%
-532.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.2% |
| 7D | +2.5% | -0.6% | +3.1% | +2.7% |
| 30D | +14.8% | +0.4% | +14.4% | +14.6% |
| 3M | +6.2% | +7.3% | -1.1% | +3.1% |
| 6M | +4.3% | -2.5% | +6.8% | +4.9% |
| YTD | +14.4% | -5.4% | +19.7% | +16.2% |
| 1Y | +21.3% | -8.5% | +29.8% | +24.5% |
| 3Y | +39.8% | +20.8% | +19.0% | +27.4% |
| 5Y | +142.1% | +30.0% | +112.1% | +113.6% |
| 10Y | +52.0% | +238.4% | -186.4% | -9.8% |
| All | -24.2% | +508.4% | -532.6% | -65.8% |
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