-49.3%
COMP vs WCN
+86.4%
-135.8%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | 0.0% | +2.6% | -2.6% | -1.4% |
| 30D | +16.6% | +23.9% | -7.4% | +3.5% |
| 3M | -23.5% | +17.4% | -40.9% | -30.1% |
| 6M | +25.7% | +28.0% | -2.3% | +8.7% |
| YTD | -3.4% | +11.6% | -15.0% | -9.9% |
| 1Y | +7.6% | +16.9% | -9.3% | -3.1% |
| 3Y | +423.6% | +51.6% | +372.0% | +262.8% |
| 5Y | -10.6% | +48.0% | -58.6% | -41.3% |
| All | -49.3% | +86.4% | -135.8% | -58.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling