-25.6%
AR vs WCN
+617.1%
-642.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.4% | +1.0% |
| 7D | +6.4% | +1.2% | +5.2% | +5.9% |
| 30D | +3.1% | +26.4% | -23.3% | -6.3% |
| 3M | +3.3% | +17.5% | -14.2% | -3.4% |
| 6M | +6.6% | +28.7% | -22.2% | -4.0% |
| YTD | +12.3% | +11.5% | +0.8% | +6.7% |
| 1Y | +12.3% | +15.9% | -3.5% | +4.9% |
| 3Y | +50.4% | +51.6% | -1.1% | +25.1% |
| 5Y | +101.0% | +47.9% | +53.0% | +68.2% |
| 10Y | +57.5% | +322.5% | -265.0% | -14.5% |
| All | -25.6% | +617.1% | -642.6% | -68.6% |
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