+81.7%
CAG vs WCN
+6,767.3%
-6,685.7%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -1.3% |
| 7D | -5.3% | -0.4% | -4.8% | -5.2% |
| 30D | +1.0% | -2.1% | +3.1% | +1.3% |
| 3M | +17.4% | +6.4% | +11.0% | +16.4% |
| 6M | -16.8% | -3.7% | -13.1% | -16.5% |
| YTD | -6.8% | -6.4% | -0.4% | -6.1% |
| 1Y | -15.4% | -7.9% | -7.4% | -14.6% |
| 3Y | -37.1% | +20.8% | -57.9% | -38.9% |
| 5Y | -41.3% | +29.0% | -70.2% | -43.6% |
| 10Y | -35.5% | +236.4% | -271.8% | -44.8% |
| All | +81.7% | +6,767.3% | -6,685.7% | +25.9% |
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