+627.8%
CL vs WCN
+6,839.3%
-6,211.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -1.3% |
| 7D | -2.2% | -0.6% | -1.5% | -2.1% |
| 30D | -4.8% | +0.4% | -5.3% | -4.9% |
| 3M | +4.9% | +7.3% | -2.4% | +3.6% |
| 6M | -5.7% | -2.5% | -3.2% | -5.4% |
| YTD | +14.4% | -5.4% | +19.8% | +15.1% |
| 1Y | +8.7% | -8.5% | +17.2% | +10.1% |
| 3Y | +30.0% | +20.8% | +9.2% | +25.3% |
| 5Y | +28.4% | +30.0% | -1.7% | +21.9% |
| 10Y | +50.1% | +238.4% | -188.3% | +24.0% |
| All | +627.8% | +6,839.3% | -6,211.5% | +338.2% |
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