+746.1%
AU vs WCN
+4,094.2%
-3,348.1%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.1% | -3.2% | -4.1% |
| 7D | -7.0% | -4.4% | -2.6% | -6.4% |
| 30D | +7.3% | -4.4% | +11.7% | +7.9% |
| 3M | +33.2% | +0.5% | +32.7% | +32.9% |
| 6M | -0.6% | -3.3% | +2.6% | -0.6% |
| YTD | +26.2% | -8.5% | +34.6% | +27.1% |
| 1Y | +68.3% | -8.9% | +77.2% | +69.6% |
| 3Y | +592.1% | +18.0% | +574.1% | +577.8% |
| 5Y | +685.3% | +25.0% | +660.2% | +662.6% |
| 10Y | +682.5% | +234.7% | +447.8% | +581.0% |
| All | +746.1% | +4,094.2% | -3,348.1% | +498.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling