-1.5%
AS vs WCN
+16.4%
-18.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.9% | -0.8% |
| 7D | -4.9% | +2.6% | -7.5% | -5.0% |
| 30D | +3.9% | +23.9% | -20.1% | +2.9% |
| 3M | -9.6% | +17.4% | -27.0% | -10.3% |
| 6M | -8.7% | +28.0% | -36.7% | -9.4% |
| YTD | -19.8% | +11.6% | -31.4% | -18.0% |
| 1Y | -1.5% | +16.9% | -18.4% | +0.8% |
| All | -1.5% | +16.4% | -18.0% | +0.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling