+1,408.1%
CI vs WCN
+6,839.3%
-5,431.2%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -1.0% |
| 7D | +1.3% | -0.6% | +1.9% | +1.5% |
| 30D | +4.4% | +0.4% | +4.0% | +4.3% |
| 3M | +0.7% | +7.3% | -6.7% | -1.2% |
| 6M | +0.3% | -2.5% | +2.8% | +0.7% |
| YTD | +3.8% | -5.4% | +9.2% | +4.9% |
| 1Y | -5.5% | -8.5% | +3.0% | -3.8% |
| 3Y | +8.1% | +20.8% | -12.7% | +2.3% |
| 5Y | +42.8% | +30.0% | +12.8% | +32.1% |
| 10Y | +143.9% | +238.4% | -94.5% | +83.7% |
| All | +1,408.1% | +6,839.3% | -5,431.2% | +682.2% |
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