+123.4%
AS vs WCN
+26.7%
+96.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.9% | -0.8% |
| 7D | -4.9% | +2.6% | -7.5% | -5.3% |
| 30D | +3.9% | +23.9% | -20.1% | -0.3% |
| 3M | -9.6% | +17.4% | -27.0% | -12.4% |
| 6M | -8.7% | +28.0% | -36.7% | -13.2% |
| YTD | -19.8% | +11.6% | -31.4% | -20.8% |
| 1Y | -1.5% | +16.9% | -18.4% | -4.4% |
| All | +123.4% | +26.7% | +96.8% | +109.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling