+166.1%
B vs WCN
+45.2%
+121.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +0.7% |
| 7D | +9.6% | +2.9% | +6.7% | +9.2% |
| 30D | +3.5% | +22.1% | -18.6% | +0.1% |
| 3M | -1.6% | +13.2% | -14.8% | -3.4% |
| 6M | -1.7% | +23.7% | -25.4% | -6.2% |
| YTD | -5.3% | +8.7% | -14.1% | -5.2% |
| 1Y | +27.2% | +15.3% | +11.9% | +23.8% |
| 3Y | +166.1% | +46.0% | +120.1% | +136.1% |
| All | +166.1% | +45.2% | +121.0% | +136.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling