+133.7%
AS vs WCN
+25.1%
+108.6%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.1% | -2.4% | -2.3% |
| 7D | +7.1% | +5.5% | +1.6% | +6.1% |
| 30D | +12.8% | +24.2% | -11.4% | +8.2% |
| 3M | -14.7% | +17.0% | -31.7% | -17.3% |
| 6M | -9.9% | +22.3% | -32.3% | -13.6% |
| YTD | -16.1% | +10.2% | -26.4% | -17.0% |
| 1Y | +0.2% | +16.5% | -16.3% | -2.8% |
| All | +133.7% | +25.1% | +108.6% | +119.7% |
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