+66.7%
AU vs WCN
-9.1%
+75.8%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.5% |
| 7D | -4.3% | -3.1% | -1.2% | -4.5% |
| 30D | +7.3% | -3.4% | +10.7% | +7.0% |
| 3M | +26.3% | +3.0% | +23.4% | +25.9% |
| 6M | +1.8% | -3.8% | +5.5% | +3.8% |
| YTD | +26.8% | -8.3% | +35.1% | +32.8% |
| 1Y | +66.7% | -9.7% | +76.4% | +80.9% |
| All | +66.7% | -9.1% | +75.8% | +80.9% |
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