-35.7%
AUR vs WCN
+34.1%
-69.8%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.5% |
| 7D | +1.4% | -3.1% | +4.5% | +2.9% |
| 30D | -6.4% | -3.4% | -3.0% | -4.9% |
| 3M | +7.7% | +3.0% | +4.7% | +4.8% |
| 6M | +44.5% | -3.8% | +48.2% | +44.6% |
| YTD | +67.4% | -8.3% | +75.8% | +72.7% |
| 1Y | +15.4% | -9.7% | +25.2% | +19.5% |
| 3Y | +94.8% | +17.2% | +77.7% | +58.7% |
| 5Y | -35.1% | +25.3% | -60.4% | -52.1% |
| All | -35.7% | +34.1% | -69.8% | -52.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling