+696.2%
CL vs WCN
+7,873.9%
-7,177.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.4% | -0.8% | -1.9% |
| 7D | +1.3% | +2.9% | -1.6% | +0.8% |
| 30D | +11.4% | +22.1% | -10.7% | +7.5% |
| 3M | +4.4% | +13.2% | -8.8% | +2.1% |
| 6M | +10.8% | +23.7% | -12.9% | +6.7% |
| YTD | +25.1% | +8.7% | +16.4% | +22.9% |
| 1Y | +28.0% | +15.3% | +12.6% | +24.4% |
| 3Y | +37.6% | +46.0% | -8.4% | +28.5% |
| 5Y | +39.7% | +45.9% | -6.2% | +30.0% |
| 10Y | +75.8% | +311.1% | -235.3% | +40.7% |
| All | +696.2% | +7,873.9% | -7,177.7% | +367.7% |
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