+120.4%
AS vs WCN
+7.4%
+112.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.2% | +4.7% | +3.8% |
| 7D | -4.9% | -0.6% | -4.3% | -4.8% |
| 30D | -19.6% | +0.4% | -20.0% | -19.7% |
| 3M | -14.4% | +7.3% | -21.7% | -15.8% |
| 6M | -20.1% | -2.5% | -17.6% | -19.3% |
| YTD | -20.9% | -5.4% | -15.6% | -19.4% |
| 1Y | -21.9% | -8.5% | -13.4% | -19.5% |
| All | +120.4% | +7.4% | +112.9% | +113.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling