+409.7%
COMP vs WCN
+48.9%
+360.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +0.6% | -8.0% | -7.6% |
| 7D | +7.2% | +2.6% | +4.6% | +6.2% |
| 30D | +6.4% | +25.3% | -18.9% | -1.1% |
| 3M | -19.4% | +15.2% | -34.7% | -23.2% |
| 6M | +14.6% | +26.4% | -11.9% | +5.6% |
| YTD | -5.5% | +9.9% | -15.4% | -8.0% |
| 1Y | +13.7% | +16.2% | -2.5% | +7.5% |
| 3Y | +409.7% | +49.4% | +360.3% | +191.7% |
| All | +409.7% | +48.9% | +360.8% | +191.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling