-12.1%
COMP vs WCN
+48.2%
-60.3%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.9% | -3.0% | -2.7% |
| 7D | +8.9% | +1.2% | +7.7% | +8.0% |
| 30D | +14.0% | +26.4% | -12.5% | -0.8% |
| 3M | -21.1% | +17.5% | -38.7% | -28.4% |
| 6M | +20.1% | +28.7% | -8.6% | +2.3% |
| YTD | -5.0% | +11.5% | -16.5% | -11.8% |
| 1Y | +5.7% | +15.9% | -10.2% | -5.0% |
| 3Y | +412.2% | +51.6% | +360.7% | +237.7% |
| 5Y | -12.1% | +47.9% | -60.0% | -46.7% |
| All | -12.1% | +48.2% | -60.3% | -46.7% |
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