-97.9%
CAPR vs WCN
+1,313.6%
-1,411.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.5% | +1.5% |
| 7D | -2.0% | -0.6% | -1.3% | -1.9% |
| 30D | +139.2% | +0.4% | +138.7% | +138.9% |
| 3M | -66.4% | +7.3% | -73.7% | -66.6% |
| 6M | -63.1% | -2.5% | -60.6% | -63.0% |
| YTD | -67.4% | -5.4% | -62.1% | -67.2% |
| 1Y | +58.2% | -8.5% | +66.7% | +60.1% |
| 3Y | +42.2% | +20.8% | +21.4% | +37.7% |
| 5Y | +87.3% | +30.0% | +57.2% | +78.9% |
| 10Y | -75.3% | +238.4% | -313.7% | -77.3% |
| All | -97.9% | +1,313.6% | -1,411.5% | -98.8% |
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