+137.8%
AS vs WCN
+24.8%
+113.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.4% | -2.0% |
| 7D | +4.5% | +2.6% | +1.9% | +4.0% |
| 30D | +13.2% | +25.3% | -12.1% | +8.4% |
| 3M | -11.9% | +15.2% | -27.1% | -14.3% |
| 6M | -11.6% | +26.4% | -38.0% | -15.8% |
| YTD | -14.7% | +9.9% | -24.6% | -15.5% |
| 1Y | +5.7% | +16.2% | -10.5% | +2.6% |
| All | +137.8% | +24.8% | +113.0% | +123.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling