+225.3%
B vs WCN
+6,839.3%
-6,614.0%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -1.0% | -2.1% |
| 7D | -1.6% | -0.6% | -1.0% | -1.5% |
| 30D | +9.4% | +0.4% | +9.0% | +9.4% |
| 3M | +5.0% | +7.3% | -2.3% | +4.4% |
| 6M | -3.5% | -2.5% | -1.0% | -3.5% |
| YTD | +4.5% | -5.4% | +9.8% | +4.7% |
| 1Y | +67.8% | -8.5% | +76.2% | +68.4% |
| 3Y | +196.7% | +20.8% | +175.9% | +192.9% |
| 5Y | +151.9% | +30.0% | +121.9% | +147.4% |
| 10Y | +202.2% | +238.4% | -36.2% | +184.6% |
| All | +225.3% | +6,839.3% | -6,614.0% | +209.5% |
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