+68.0%
CNH vs WCN
+514.6%
-446.6%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.2% | +5.2% | +4.6% |
| 7D | +23.3% | -0.6% | +23.9% | +23.6% |
| 30D | +33.5% | +0.4% | +33.0% | +33.1% |
| 3M | +32.7% | +7.3% | +25.4% | +27.3% |
| 6M | +22.2% | -2.5% | +24.7% | +22.5% |
| YTD | +57.7% | -5.4% | +63.1% | +60.1% |
| 1Y | +28.0% | -8.5% | +36.4% | +31.9% |
| 3Y | +11.5% | +20.8% | -9.3% | -4.7% |
| 5Y | +11.9% | +30.0% | -18.2% | -9.7% |
| 10Y | +162.8% | +238.4% | -75.6% | +28.4% |
| All | +68.0% | +514.6% | -446.6% | -39.6% |
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