-54.2%
COMP vs WCN
+84.2%
-138.4%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | +0.1% | -8.3% | -8.2% |
| 7D | -1.8% | +5.5% | -7.3% | -4.6% |
| 30D | -0.8% | +24.2% | -25.0% | -11.9% |
| 3M | -28.1% | +17.0% | -45.1% | -34.1% |
| 6M | +27.0% | +22.3% | +4.7% | +12.4% |
| YTD | -12.8% | +10.2% | -23.0% | -18.0% |
| 1Y | +4.9% | +16.5% | -11.6% | -5.4% |
| 3Y | +321.0% | +47.1% | +273.9% | +198.4% |
| 5Y | -25.6% | +47.9% | -73.5% | -50.8% |
| All | -54.2% | +84.2% | -138.4% | -62.0% |
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