-49.3%
COMP vs WCN
+81.7%
-131.0%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -1.4% | +12.1% | +11.5% |
| 7D | +13.4% | +2.9% | +10.5% | +11.7% |
| 30D | +11.1% | +22.1% | -11.0% | -0.5% |
| 3M | -18.8% | +13.2% | -32.0% | -24.3% |
| 6M | +10.5% | +23.7% | -13.2% | -2.7% |
| YTD | -3.4% | +8.7% | -12.1% | -8.6% |
| 1Y | +19.7% | +15.3% | +4.3% | +8.4% |
| 3Y | +381.6% | +46.0% | +335.6% | +241.9% |
| 5Y | -17.6% | +45.9% | -63.5% | -45.1% |
| All | -49.3% | +81.7% | -131.0% | -57.7% |
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 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