-44.8%
COMP vs WCN
+58.1%
-103.0%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +1.2% |
| 7D | +1.4% | -0.6% | +2.0% | +1.7% |
| 30D | -13.3% | +0.4% | -13.8% | -13.5% |
| 3M | +41.1% | +7.3% | +33.8% | +34.8% |
| 6M | +17.2% | -2.5% | +19.7% | +17.7% |
| YTD | +5.2% | -5.4% | +10.6% | +7.5% |
| 1Y | +18.9% | -8.5% | +27.4% | +24.0% |
| 3Y | +215.9% | +20.8% | +195.1% | +151.9% |
| 5Y | -31.2% | +30.0% | -61.2% | -50.6% |
| All | -44.8% | +58.1% | -103.0% | -50.2% |
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