+28.0%
CL vs WCN
+16.8%
+11.2%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | 0.0% |
| 7D | +2.6% | +2.6% | 0.0% | +1.9% |
| 30D | +11.8% | +25.3% | -13.6% | +5.8% |
| 3M | +5.9% | +15.2% | -9.3% | +2.1% |
| 6M | +13.3% | +26.4% | -13.1% | +8.1% |
| YTD | +27.1% | +9.9% | +17.2% | +23.6% |
| 1Y | +28.0% | +16.2% | +11.8% | +21.8% |
| All | +28.0% | +16.8% | +11.2% | +21.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling