+216.7%
CTVA vs WCN
+76.8%
+139.9%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.8% |
| 7D | -4.5% | -3.1% | -1.4% | -3.0% |
| 30D | +11.3% | -3.4% | +14.7% | +13.2% |
| 3M | +12.3% | +3.0% | +9.3% | +10.3% |
| 6M | +7.2% | -3.8% | +10.9% | +8.4% |
| YTD | +26.0% | -8.3% | +34.3% | +30.4% |
| 1Y | +16.0% | -9.7% | +25.8% | +20.8% |
| 3Y | +73.9% | +17.2% | +56.8% | +52.6% |
| 5Y | +103.8% | +25.3% | +78.5% | +68.4% |
| All | +216.7% | +76.8% | +139.9% | +105.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling