+4,544.1%
CP vs WCN
+7,914.0%
-3,369.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.5% | +1.5% | +1.9% |
| 7D | +2.8% | +1.2% | +1.6% | +2.5% |
| 30D | +11.3% | +24.6% | -13.3% | +5.3% |
| 3M | +2.9% | +14.2% | -11.4% | -0.6% |
| 6M | +9.8% | +25.7% | -15.9% | +3.5% |
| YTD | +28.5% | +9.3% | +19.2% | +25.1% |
| 1Y | +33.5% | +15.3% | +18.2% | +28.2% |
| 3Y | +31.9% | +48.6% | -16.6% | +18.5% |
| 5Y | +25.5% | +46.9% | -21.4% | +13.0% |
| 10Y | +257.6% | +298.1% | -40.6% | +162.7% |
| All | +4,544.1% | +7,914.0% | -3,369.8% | +2,379.6% |
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