+5,003.6%
COST vs WCN
+6,767.3%
-1,763.8%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.4% |
| 7D | -3.2% | -0.4% | -2.7% | -3.1% |
| 30D | -4.0% | -2.1% | -1.8% | -3.6% |
| 3M | -6.5% | +6.4% | -12.9% | -7.7% |
| 6M | -8.5% | -3.7% | -4.8% | -8.0% |
| YTD | +6.0% | -6.4% | +12.4% | +7.1% |
| 1Y | -5.8% | -7.9% | +2.1% | -4.6% |
| 3Y | +71.8% | +20.8% | +51.0% | +64.7% |
| 5Y | +106.2% | +29.0% | +77.3% | +95.3% |
| 10Y | +602.0% | +236.4% | +365.7% | +465.4% |
| All | +5,003.6% | +6,767.3% | -1,763.8% | +3,043.9% |
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