+4,414.2%
CP vs WCN
+6,839.3%
-2,425.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.6% |
| 7D | -2.7% | -0.6% | -2.0% | -2.5% |
| 30D | +0.2% | +0.4% | -0.3% | 0.0% |
| 3M | +2.6% | +7.3% | -4.8% | +0.7% |
| 6M | +6.0% | -2.5% | +8.5% | +6.3% |
| YTD | +24.9% | -5.4% | +30.3% | +26.1% |
| 1Y | +20.1% | -8.5% | +28.6% | +22.2% |
| 3Y | +16.4% | +20.8% | -4.4% | +10.1% |
| 5Y | +31.7% | +30.0% | +1.7% | +22.5% |
| 10Y | +223.9% | +238.4% | -14.6% | +147.7% |
| All | +4,414.2% | +6,839.3% | -2,425.1% | +2,400.7% |
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