+105.9%
C vs WCN
+45.6%
+60.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +0.8% |
| 7D | -2.4% | +2.9% | -5.3% | -3.1% |
| 30D | -6.0% | +22.1% | -28.1% | -10.8% |
| 3M | -10.5% | +13.2% | -23.7% | -13.4% |
| 6M | -5.7% | +23.7% | -29.4% | -11.6% |
| YTD | +4.1% | +8.7% | -4.6% | +1.5% |
| 1Y | +20.5% | +15.3% | +5.1% | +15.1% |
| 3Y | +208.1% | +46.0% | +162.1% | +167.8% |
| All | +105.9% | +45.6% | +60.3% | +77.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling