-13.7%
C vs WCN
+6,839.3%
-6,853.1%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | +0.1% |
| 7D | +3.6% | -0.6% | +4.3% | +3.9% |
| 30D | +0.1% | +0.4% | -0.4% | -0.2% |
| 3M | +2.4% | +7.3% | -4.9% | -0.5% |
| 6M | +24.9% | -2.5% | +27.4% | +24.9% |
| YTD | +19.8% | -5.4% | +25.2% | +20.8% |
| 1Y | +44.9% | -8.5% | +53.3% | +47.5% |
| 3Y | +263.0% | +20.8% | +242.2% | +234.3% |
| 5Y | +129.5% | +30.0% | +99.5% | +104.3% |
| 10Y | +291.6% | +238.4% | +53.2% | +160.2% |
| All | -13.7% | +6,839.3% | -6,853.1% | -66.2% |
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