+214.7%
CAPR vs WCN
+45.2%
+169.5%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.4% | +6.0% | +5.0% |
| 7D | +41.1% | +2.9% | +38.1% | +40.1% |
| 30D | +11.1% | +22.1% | -11.0% | +5.8% |
| 3M | +115.3% | +13.2% | +102.1% | +108.1% |
| 6M | -73.8% | +23.7% | -97.5% | -74.7% |
| YTD | -68.8% | +8.7% | -77.6% | -69.3% |
| 1Y | +43.3% | +15.3% | +28.0% | +42.1% |
| 3Y | +214.7% | +46.0% | +168.7% | +165.9% |
| All | +214.7% | +45.2% | +169.5% | +165.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling