+44.6%
AU vs WCN
+16.1%
+28.5%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +2.8% | +5.2% | +8.4% |
| 7D | +0.8% | +6.7% | -5.9% | +1.9% |
| 30D | -7.0% | +24.3% | -31.3% | -4.0% |
| 3M | +8.5% | +16.1% | -7.6% | +11.3% |
| 6M | -1.3% | +19.9% | -21.2% | +1.9% |
| YTD | +6.8% | +10.1% | -3.3% | +18.4% |
| 1Y | +44.6% | +14.4% | +30.2% | +56.8% |
| All | +44.6% | +16.1% | +28.5% | +56.8% |
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