+12,674.7%
BLK vs WCN
+4,401.1%
+8,273.5%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.5% |
| 7D | -5.2% | -4.4% | -0.8% | -3.8% |
| 30D | -7.0% | -4.4% | -2.6% | -5.7% |
| 3M | +5.7% | +0.5% | +5.2% | +5.2% |
| 6M | +11.0% | -3.3% | +14.3% | +11.4% |
| YTD | +0.9% | -8.5% | +9.4% | +3.0% |
| 1Y | -1.6% | -8.9% | +7.3% | +0.4% |
| 3Y | +64.5% | +18.0% | +46.4% | +53.8% |
| 5Y | +30.9% | +25.0% | +5.8% | +20.0% |
| 10Y | +275.1% | +234.7% | +40.4% | +164.3% |
| All | +12,674.7% | +4,401.1% | +8,273.5% | +6,075.2% |
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