+184.0%
B vs WCN
+8,007.2%
-7,823.2%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.6% | -2.2% | -1.6% |
| 7D | -2.7% | +0.4% | -3.1% | -2.7% |
| 30D | -4.3% | +25.3% | -29.6% | -5.8% |
| 3M | -2.3% | +15.4% | -17.7% | -3.3% |
| 6M | -16.2% | +27.8% | -44.1% | -17.7% |
| YTD | -8.8% | +10.6% | -19.4% | -9.6% |
| 1Y | +11.4% | +15.8% | -4.4% | +10.0% |
| 3Y | +174.3% | +50.3% | +124.0% | +166.9% |
| 5Y | +116.2% | +46.9% | +69.2% | +110.4% |
| 10Y | +222.7% | +318.8% | -96.0% | +200.1% |
| All | +184.0% | +8,007.2% | -7,823.2% | +167.2% |
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