+1,530.7%
CB vs WCN
+6,839.3%
-5,308.7%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | -1.6% |
| 7D | +0.5% | -0.6% | +1.1% | +0.7% |
| 30D | -3.1% | +0.4% | -3.5% | -3.2% |
| 3M | +9.0% | +7.3% | +1.6% | +6.6% |
| 6M | +2.9% | -2.5% | +5.4% | +3.4% |
| YTD | +10.1% | -5.4% | +15.5% | +11.4% |
| 1Y | +22.8% | -8.5% | +31.2% | +25.4% |
| 3Y | +73.8% | +20.8% | +53.0% | +62.9% |
| 5Y | +99.2% | +30.0% | +69.1% | +81.9% |
| 10Y | +218.2% | +238.4% | -20.2% | +125.6% |
| All | +1,530.7% | +6,839.3% | -5,308.7% | +551.2% |
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