+8.7%
CNH vs WCN
+30.9%
-22.2%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.0% | -4.5% | -5.2% |
| 7D | +8.8% | -0.4% | +9.2% | +9.0% |
| 30D | +24.7% | -2.1% | +26.8% | +25.6% |
| 3M | +27.3% | +6.4% | +21.0% | +24.2% |
| 6M | +23.2% | -3.7% | +26.8% | +24.4% |
| YTD | +48.9% | -6.4% | +55.3% | +51.9% |
| 1Y | +19.4% | -7.9% | +27.3% | +22.5% |
| 3Y | +7.8% | +20.8% | -13.0% | -7.2% |
| 5Y | +8.7% | +29.0% | -20.3% | -10.7% |
| All | +8.7% | +30.9% | -22.2% | -10.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling